10-D 1 bsl06001_10d-200606.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-113636-40 Bear Stearns ALT-A Trust 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-113636 Bear Stearns Asset Backed Securities I LLC. (Exact name of depositor as specified in its charter) EMC Mortgage Corporation (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193471 54-2193472 54-2193473 54-2193474 54-2193475 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) B-IO _____ _____ __X___ ____________ I-1A-1 _____ _____ __X___ ____________ I-1A-2 _____ _____ __X___ ____________ I-B-1 _____ _____ __X___ ____________ I-B-2 _____ _____ __X___ ____________ I-B-3 _____ _____ __X___ ____________ II-1A-1 _____ _____ __X___ ____________ II-1A-2 _____ _____ __X___ ____________ II-1A-3 _____ _____ __X___ ____________ II-1X-1 _____ _____ __X___ ____________ II-1X-2 _____ _____ __X___ ____________ II-2A-1 _____ _____ __X___ ____________ II-2A-2 _____ _____ __X___ ____________ II-2X-1 _____ _____ __X___ ____________ II-3A-1 _____ _____ __X___ ____________ II-3A-2 _____ _____ __X___ ____________ II-3X-1 _____ _____ __X___ ____________ II-B-1 _____ _____ __X___ ____________ II-B-2 _____ _____ __X___ ____________ II-B-3 _____ _____ __X___ ____________ II-B-4 _____ _____ __X___ ____________ II-B-5 _____ _____ __X___ ____________ II-B-6 _____ _____ __X___ ____________ II-XB-1 _____ _____ __X___ ____________ II-XB-2 _____ _____ __X___ ____________ II-XB-3 _____ _____ __X___ ____________ I-M-1 _____ _____ __X___ ____________ I-M-2 _____ _____ __X___ ____________ II-XP _____ _____ __X___ ____________ I-XP _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of Bear Stearns ALT-A Trust 2006-1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Bear Stearns ALT-A Trust 2006-1, relating to the June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Bear Stearns ALT-A Trust 2006-1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Dawn Hammond Dawn Hammond, Vice President Date: July 7, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Bear Stearns ALT-A Trust 2006-1, relating to the June 26, 2006 distribution. EX-99.1 Bear Stearns ALT-A Trust Asset Backed Securities Distribution Date: 6/26/2006 Bear Stearns ALT-A Trust Asset Backed Securities Series 2006-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-1A-1 07386HA92 5.~~19938~~32125% ~~622~~603,~~764~~177,~~267~~560.8154 2,~~698~~853,~~323~~029.4186 I-1A-2 07386HB26 5.~~27938~~40125% 7673,~~225~~828,~~720~~327.8959 ~~335~~354,~~353~~458.7900 II-1A-1 07386HB75 5.~~39224~~38957% ~~286~~280,~~118~~592,~~269~~111.9074 1,~~285~~260,~~682~~226.7409 II-1X-1 07386HB91 1.06500% 0.00 ~~253~~249,~~929~~025.9650 II-1A-2 07386HB83 5.~~99224~~98957% ~~265~~260,~~860~~725,~~142~~254.6792 1,~~327~~301,~~582~~360.1851 II-1A-3 07386HE49 5.~~99224~~98957% 5857,~~543~~412,~~612~~887.9329 ~~292~~286,~~339~~565.6450 II-1X-2 07386HE56 0.46500% 0.00 ~~125~~123,~~706~~278.4653 II-2A-1 07386HC25 5.~~44454~~43851% ~~103~~101,~~343~~313,~~388~~597.4433 ~~468~~459,~~881~~162.0378 II-2A-2 07386HC33 5.~~44454~~43851% 10,~~960~~745,~~634~~353.1482 4948,~~729~~698.6896 II-2X-1 07386HC41 0.38500% 0.00 3635,~~672~~952.5425 II-3A-1 07386HC58 5.~~68077~~68078% 61,~~044~~029,~~629~~001.7982 288,~~983~~910.5936 II-3A-2 07386HC66 5.~~68077~~68078% 6,~~474~~472,~~229~~572.8337 30,~~648~~641.8306 II-3X-1 07386HD81 0.10000% 0.00 5,~~626~~625.5713 II-B-1 07386HD99 5.~~45938~~58125% 31,~~526~~524,~~754~~433.7294 ~~143~~156,~~430~~396.4522 II-B-2 07386HE23 5.~~70938~~83125% 16,~~449~~448,~~219~~008.7487 7885,~~262~~255.3751 II-B-3 07386HE31 6.~~30711~~30418% 10,~~052~~051,~~689~~949.7574 5256,~~836~~328.1922 II-XB-1 07386HE64 0.~~84773~~35084% 0.00 229,~~271~~216.8273 II-XB-2 07386HE72 0.~~59773~~08418% 0.00 81,~~193~~153.5076 II-XB-3 07386HE80 0.00000% 0.00 12,~~167~~387.6279 II-B-4 07386HD40 6.~~30711~~30418% 9,138,~~899~~227.7601 48,~~033~~007.3748 II-B-5 07386HD57 6.~~30711~~30418% 7,~~767~~766,~~214~~643.9922 40,~~823~~801.90 II-B-6 07386HD65 6.~~30711~~30418% 5,028,~~835~~465.2507 26,~~431~~416.1894 I-M-1 07386HB34 5.~~45938~~58125% 23,312,000.00 ~~106~~115,~~057~~653.5642 I-M-2 07386HB42 5.~~70938~~83125% 16,652,000.00 7986,~~227~~312.1687 I-B-1 07386HB59 6.~~45938~~58125% 10,824,000.00 5863,~~263~~320.6140 I-B-2 07386HB67 7.~~10938~~23125% 4,163,000.00 2426,~~663~~758.6284 I-B-3 07386HC74 7.~~10938~~23125% 4,163,000.00 2426,~~663~~758.6284 I-XP 07386HC82 0.00000% 0.00 5059,~~780~~083.9776 II-XP 07386HD73 0.00000% 0.00 1732,~~105~~902.8827 B-IO 07386HC90 0.00000% 9,990,955.96 ~~930~~656,~~248~~955.3229 R 07386HD24 0.00000% 0.00 0.00 RX 07386HD32 0.00000% 0.00 0.00 Totals 1,~~640~~604,~~403~~359,~~466~~351.5723 8,~~911~~790,~~921~~644.5677

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-1A-1 1924,~~586~~199,~~707~~226.2797 0.00 ~~603~~578,~~177~~978,~~560~~333.5458 2227,~~285~~052,~~030~~256.6883 0.00 I-1A-2 2,~~397~~961,~~393~~961.3008 0.00 7370,~~828~~866,~~327~~366.5951 23,~~732~~316,~~747~~419.0908 0.00 II-1A-1 5,~~526~~026,~~158~~466.1760 0.00 ~~280~~275,~~592~~565,~~111~~645.7414 6,~~811~~286,~~840~~692.9169 0.00 II-1X-1 0.00 0.00 0.00 ~~253~~249,~~929~~025.9650 0.00 II-1A-2 54,~~134~~670,~~887~~576.7501 0.00 ~~260~~256,~~725~~054,~~254~~678.9291 65,~~462~~971,~~469~~936.9352 0.00 II-1A-3 1,~~130~~028,~~725~~482.6409 0.00 5756,~~412~~384,~~887~~405.2920 1,~~423~~315,~~065~~047.2859 0.00 II-1X-2 0.00 0.00 0.00 ~~125~~123,~~706~~278.4653 0.00 II-2A-1 2979,~~029,791~~336.1110 0.00 ~~101~~100,~~313~~334,~~597~~261.3323 21,~~498~~438,~~672~~498.1488 0.00 II-2A-2 ~~215~~103,~~280~~868.3271 0.00 10,~~745~~641,~~353~~485.8211 ~~265~~152,~~010~~567.0067 0.00 II-2X-1 0.00 0.00 0.00 3635,~~672~~952.5425 0.00 II-3A-1 15661,~~627~~841.9725 0.00 6160,~~029~~367,~~001~~160.8257 ~~304~~950,~~611~~751.5661 0.00 II-3A-2 170,~~657~~193.4611 0.00 6,~~472~~402,~~572~~379.3726 32100,~~306~~834.2917 0.00 II-3X-1 0.00 0.00 0.00 5,~~626~~625.5713 0.00 II-B-1 2,~~320~~351.7824 0.00 31,~~524~~522,~~433~~082.9470 ~~145~~158,~~751~~747.2346 0.00 II-B-2 1,~~210~~226.8877 0.00 16,~~448~~446,~~008~~782.8710 7986,~~473~~482.2528 0.00 II-B-3 ~~740~~749.0172 0.00 10,051,~~949~~200.7402 5357,~~576~~077.2094 0.00 II-XB-1 0.00 0.00 0.00 229,~~271~~216.8273 0.00 II-XB-2 0.00 0.00 0.00 81,~~193~~153.5076 0.00 II-XB-3 0.00 0.00 0.00 12,~~167~~387.6279 0.00 II-B-4 ~~672~~681.7457 0.00 9,~~138~~137,~~227~~545.0144 48,~~706~~689.1105 0.00 II-B-5 ~~571~~579.7727 0.00 7,766,~~643~~063.2295 41,~~395~~381.6717 0.00 II-B-6 ~~370~~375.1905 0.00 5,028,~~465~~090.0702 26,~~801~~791.3799 0.10 I-M-1 0.00 0.00 23,312,000.00 ~~106~~115,~~057~~653.5642 0.00 I-M-2 0.00 0.00 16,652,000.00 7986,~~227~~312.1687 0.00 I-B-1 0.00 0.00 10,824,000.00 5863,~~263~~320.6140 0.00 I-B-2 0.00 0.00 4,163,000.00 2426,~~663~~758.6284 0.00 I-B-3 0.00 0.00 4,163,000.00 2426,~~663~~758.6284 0.00 I-XP 0.00 0.00 0.00 5059,~~780~~083.9776 0.00 II-XP 0.00 0.00 0.00 1732,~~105~~902.8827 0.00 B-IO 0.00 0.00 9,990,955.96 ~~930~~656,~~248~~955.3229 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 3639,~~044~~707,~~115~~915.3654 0.00 1,~~604~~564,~~359~~651,~~351~~435.2370 4448,~~956~~498,~~036~~560.9231 0.10 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-1A-1 680,218,000.00 ~~622~~603,~~764~~177,~~267~~560.8154 0.00 1924,~~586~~199,~~707~~226.2797 0.00 0.00 I-1A-2 83,258,000.00 7673,~~225~~828,~~720~~327.8959 0.00 2,~~397~~961,~~393~~961.3008 0.00 0.00 II-1A-1 300,000,000.00 ~~286~~280,~~118~~592,~~269~~111.9074 21,~~780~~646.2317 5,~~504~~004,~~377~~820.9443 0.00 0.00 II-1X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-1A-2 278,759,000.00 ~~265~~260,~~860~~725,~~142~~254.6792 20,~~238~~113.1254 54,~~114~~650,~~649~~462.6346 0.00 0.00 II-1A-3 61,384,000.00 5857,~~543~~412,~~612~~887.9329 4,~~456~~429.5309 1,~~126~~024,~~269~~052.1299 0.00 0.00 II-1X-2 0.00 0.00 0.00 0.00 0.00 0.00 II-2A-1 110,786,000.00 ~~103~~101,~~343~~313,~~388~~597.4433 3,~~482~~494.2508 2975,~~026,308~~842.8602 0.00 0.00 II-2A-2 11,750,000.00 10,~~960~~745,~~634~~353.1482 ~~369~~370.3358 ~~214~~103,~~910~~498.9913 0.00 0.00 II-2X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-3A-1 64,550,000.00 61,~~044~~029,~~629~~001.7982 7,~~302~~351.7697 8654,~~325~~489.2128 0.00 0.00 II-3A-2 6,846,000.00 6,~~474~~472,~~229~~572.8337 ~~774~~779.5173 ~~882~~69,413.9538 0.00 0.00 II-3X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-B-1 31,534,000.00 31,~~526~~524,~~754~~433.7294 2,~~320~~351.7824 0.00 0.00 0.00 II-B-2 16,453,000.00 16,~~449~~448,~~219~~008.7487 1,~~210~~226.8877 0.00 0.00 0.00 II-B-3 10,055,000.00 10,~~052~~051,~~689~~949.7574 ~~740~~749.0172 0.00 0.00 0.00 II-XB-1 0.00 0.00 0.00 0.00 0.00 0.00 II-XB-2 0.00 0.00 0.00 0.00 0.00 0.00 II-XB-3 0.00 0.00 0.00 0.00 0.00 0.00 II-B-4 9,141,000.00 9,138,~~899~~227.7601 ~~672~~681.7457 0.00 0.00 0.00 II-B-5 7,769,000.00 7,~~767~~766,~~214~~643.9922 ~~571~~579.7727 0.00 0.00 0.00 II-B-6 5,029,991.05 5,028,~~835~~465.2507 ~~370~~375.1905 0.00 0.00 0.00 I-M-1 23,312,000.00 23,312,000.00 0.00 0.00 0.00 0.00 I-M-2 16,652,000.00 16,652,000.00 0.00 0.00 0.00 0.00 I-B-1 10,824,000.00 10,824,000.00 0.00 0.00 0.00 0.00 I-B-2 4,163,000.00 4,163,000.00 0.00 0.00 0.00 0.00 I-B-3 4,163,000.00 4,163,000.00 0.00 0.00 0.00 0.00 I-XP 0.00 0.00 0.00 0.00 0.00 0.00 II-XP 0.00 0.00 0.00 0.00 0.00 0.00 B-IO 0.00 9,990,955.96 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,736,646,991.05 1,~~640~~604,~~403~~359,~~466~~351.5723 64,~~290~~148.1078 3539,~~979~~643,~~825~~766.2774 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 1924,~~586~~199,~~707~~226.2797 ~~603~~578,~~177~~978,~~560~~333.5458 0.~~88674155~~85116585 1924,~~586~~199,~~707~~226.2797 I-1A-2 2,~~397~~961,~~393~~961.3008 7370,~~828~~866,~~327~~366.5951 0.~~88674155~~85116585 2,~~397~~961,~~393~~961.3008 II-1A-1 5,~~526~~026,~~158~~466.1760 ~~280~~275,~~592~~565,~~111~~645.7414 0.~~93530704~~91855215 5,~~526~~026,~~158~~466.1760 II-1X-1 0.00 0.00 0.00000000 0.00 II-1A-2 54,~~134~~670,~~887~~576.7501 ~~260~~256,~~725~~054,~~254~~678.9291 0.~~93530704~~91855215 54,~~134~~670,~~887~~576.7501 II-1A-3 1,~~130~~028,~~725~~482.6409 5756,~~412~~384,~~887~~405.2920 0.~~93530704~~91855215 1,~~130~~028,~~725~~482.6409 II-1X-2 0.00 0.00 0.00000000 0.00 II-2A-1 2979,~~029,791~~336.1110 ~~101~~100,~~313~~334,~~597~~261.3323 0.~~91449820~~90565831 2979,~~029,791~~336.1110 II-2A-2 ~~215~~103,~~280~~868.3271 10,~~745~~641,~~353~~485.8211 0.~~91449820~~90565831 ~~215~~103,~~280~~868.3271 II-2X-1 0.00 0.00 0.00000000 0.00 II-3A-1 15661,~~627~~841.9725 6160,~~029~~367,~~001~~160.8257 0.~~94545317~~93520001 15661,~~627~~841.9725 II-3A-2 170,~~657~~193.4611 6,~~472~~402,~~572~~379.3726 0.~~94545317~~93520001 170,~~657~~193.4611 II-3X-1 0.00 0.00 0.00000000 0.00 II-B-1 2,~~320~~351.7824 31,~~524~~522,~~433~~082.9470 0.~~99969664~~99962208 2,~~320~~351.7824 II-B-2 1,~~210~~226.8877 16,~~448~~446,~~008~~782.8710 0.~~99969664~~99962208 1,~~210~~226.8877 II-B-3 ~~740~~749.0172 10,051,~~949~~200.7402 0.~~99969664~~99962208 ~~740~~749.0172 II-XB-1 0.00 0.00 0.00000000 0.00 II-XB-2 0.00 0.00 0.00000000 0.00 II-XB-3 0.00 0.00 0.00000000 0.00 II-B-4 ~~672~~681.7457 9,~~138~~137,~~227~~545.0144 0.~~99969664~~99962208 ~~672~~681.7457 II-B-5 ~~571~~579.7727 7,766,~~643~~063.2295 0.~~99969664~~99962208 ~~571~~579.7727 II-B-6 ~~370~~375.1905 5,028,~~465~~090.0702 0.~~99969662~~99962206 ~~370~~375.1905 I-M-1 0.00 23,312,000.00 1.00000000 0.00 I-M-2 0.00 16,652,000.00 1.00000000 0.00 I-B-1 0.00 10,824,000.00 1.00000000 0.00 I-B-2 0.00 4,163,000.00 1.00000000 0.00 I-B-3 0.00 4,163,000.00 1.00000000 0.00 I-XP 0.00 0.00 0.00000000 0.00 II-XP 0.00 0.00 0.00000000 0.00 B-IO 0.00 9,990,955.96 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 3639,~~044~~707,~~115~~915.3654 1,~~604~~564,~~359~~651,~~351~~435.2370 0.~~92382583~~90096113 3639,~~044~~707,~~115~~915.3654

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-1A-1 680,218,000.00 ~~915~~886.~~53629544~~74154542 0.00000000 2835.~~79475002~~57569334 0.00000000 I-1A-2 83,258,000.00 ~~915~~886.~~53629549~~74154544 0.00000000 2835.~~79475005~~57569339 0.00000000 II-1A-1 300,000,000.00 ~~953~~935.~~72756633~~30703913 0.~~07260077~~07215390 1816.~~34792647~~68273477 0.00000000 II-1X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-2 278,759,000.00 ~~953~~935.~~72756636~~30703913 0.~~07260078~~07215387 1816.~~34792645~~68273476 0.00000000 II-1A-3 61,384,000.00 ~~953~~935.~~72756630~~30703913 0.~~07260084~~07215382 1816.~~34792650~~68273475 0.00000000 II-1X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-2A-1 110,786,000.00 ~~932~~914.~~81992707~~49819770 0.~~03143222~~03153900 188.~~29029715~~80835142 0.00000000 II-2A-2 11,750,000.00 ~~932~~914.~~81992681~~49819745 0.~~03143234~~03153872 188.~~29029702~~80835149 0.00000000 II-2X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-3A-1 64,550,000.00 945.~~69527173~~45316530 0.~~11313338~~11389574 010.~~12897304~~13926073 0.00000000 II-3A-2 6,846,000.00 945.~~69527169~~45316535 0.~~11313322~~11389571 010.~~12897312~~13926088 0.00000000 II-3X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-B-1 31,534,000.00 999.~~77023911~~69664299 0.~~07359612~~07456206 0.00000000 0.00000000 II-B-2 16,453,000.00 999.~~77023886~~69664317 0.~~07359630~~07456209 0.00000000 0.00000000 II-B-3 10,055,000.00 999.~~77023869~~69664247 0.~~07359622~~07456191 0.00000000 0.00000000 II-XB-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-B-4 9,141,000.00 999.~~77023958~~69664260 0.~~07359589~~07456186 0.00000000 0.00000000 II-B-5 7,769,000.00 999.~~77023941~~69664307 0.~~07359634~~07456172 0.00000000 0.00000000 II-B-6 5,029,991.05 999.~~77021828~~69662371 0.~~07359655~~07456276 0.00000000 0.00000000 I-M-1 23,312,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 16,652,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-1 10,824,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-2 4,163,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-3 4,163,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-XP 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-1A-1 0.00000000 2835.~~79475002~~57569334 ~~886~~851.~~74154542~~16585209 0.~~88674155~~85116585 2835.~~79475002~~57569334 I-1A-2 0.00000000 2835.~~79475005~~57569339 ~~886~~851.~~74154544~~16585205 0.~~88674155~~85116585 2835.~~79475005~~57569339 II-1A-1 0.00000000 1816.~~42052723~~75488867 ~~935~~918.~~30703913~~55215047 0.~~93530704~~91855215 1816.~~42052723~~75488867 II-1X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-1A-2 0.00000000 1816.~~42052723~~75488867 ~~935~~918.~~30703913~~55215046 0.~~93530704~~91855215 1816.~~42052723~~75488867 II-1A-3 0.00000000 1816.~~42052717~~75488873 ~~935~~918.~~30703913~~55215040 0.~~93530704~~91855215 1816.~~42052717~~75488873 II-1X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-2A-1 0.00000000 188.~~32172937~~83989042 ~~914~~905.~~49819770~~65830728 0.~~91449820~~90565831 188.~~32172937~~83989042 II-2A-2 0.00000000 188.~~32172936~~83989021 ~~914~~905.~~49819745~~65830723 0.~~91449820~~90565831 188.~~32172936~~83989021 II-2X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-3A-1 0.00000000 010.~~24210643~~25315647 ~~945~~935.~~45316530~~20000883 0.~~94545317~~93520001 010.~~24210643~~25315647 II-3A-2 0.00000000 010.~~24210634~~25315659 ~~945~~935.~~45316535~~20000876 0.~~94545317~~93520001 010.~~24210634~~25315659 II-3X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-B-1 0.00000000 0.~~07359612~~07456206 999.~~69664299~~62208093 0.~~99969664~~99962208 0.~~07359612~~07456206 II-B-2 0.00000000 0.~~07359630~~07456209 999.~~69664317~~62208108 0.~~99969664~~99962208 0.~~07359630~~07456209 II-B-3 0.00000000 0.~~07359622~~07456191 999.~~69664247~~62208056 0.~~99969664~~99962208 0.~~07359622~~07456191 II-XB-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XB-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-B-4 0.00000000 0.~~07359589~~07456186 999.~~69664260~~62208074 0.~~99969664~~99962208 0.~~07359589~~07456186 II-B-5 0.00000000 0.~~07359634~~07456172 999.~~69664307~~62208135 0.~~99969664~~99962208 0.~~07359634~~07456172 II-B-6 0.00000000 0.~~07359655~~07456276 999.~~69662371~~62206096 0.~~99969662~~99962206 0.~~07359655~~07456276 I-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 I-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All Classes are Per 1,000 Denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-1A-1 0405/25/06 - 0506/2425/06 3032 5.~~19938~~32125% ~~622~~603,~~764~~177,~~267~~560.8154 2,~~698~~853,~~323~~029.4086 0.00 I-1A-2 0405/25/06 - 0506/2425/06 3032 5.~~27938~~40125% 7673,~~225~~828,~~720~~327.8959 ~~335~~354,~~353~~458.7900 0.00 II-1A-1 0405/01/06 - 0405/30/06 30 5.~~39224~~38957% ~~286~~280,~~118~~592,~~269~~111.9074 1,~~285~~260,~~682~~226.7408 0.00 II-1X-1 0405/01/06 - 0405/30/06 30 1.06500% ~~286~~280,~~118~~592,~~269~~111.9074 ~~253~~249,~~929~~025.9650 0.00 II-1A-2 0405/01/06 - 0405/30/06 30 5.~~99224~~98957% ~~265~~260,~~860~~725,~~142~~254.6792 1,~~327~~301,~~582~~360.1850 0.00 II-1A-3 0405/01/06 - 0405/30/06 30 5.~~99224~~98957% 5857,~~543~~412,~~612~~887.9329 ~~292~~286,~~339~~565.6450 0.00 II-1X-2 0405/01/06 - 0405/30/06 30 0.46500% ~~324~~318,~~403~~138,~~755~~142.6021 ~~125~~123,~~706~~278.4653 0.00 II-2A-1 0405/01/06 - 0405/30/06 30 5.~~44454~~43851% ~~103~~101,~~343~~313,~~388~~597.4433 ~~468~~459,~~881~~162.0477 0.00 II-2A-2 0405/01/06 - 0405/30/06 30 5.~~44454~~43851% 10,~~960~~745,~~634~~353.1482 4948,~~729~~698.6896 0.00 II-2X-1 0405/01/06 - 0405/30/06 30 0.38500% ~~114~~112,~~304~~058,~~022~~951.5815 3635,~~672~~952.5425 0.00 II-3A-1 0405/01/06 - 0405/30/06 30 5.~~68077~~68078% 61,~~044~~029,~~629~~001.7982 288,~~983~~910.5837 0.00 II-3A-2 0405/01/06 - 0405/30/06 30 5.~~68077~~68078% 6,~~474~~472,~~229~~572.8337 30,~~648~~641.8206 0.00 II-3X-1 0405/01/06 - 0405/30/06 30 0.10000% 67,~~518~~501,~~859~~574.6219 5,~~626~~625.5713 0.00 II-B-1 0405/25/06 - 0506/2425/06 3032 5.~~45938~~58125% 31,~~526~~524,~~754~~433.7294 ~~143~~156,~~430~~396.4522 0.00 II-B-2 0405/25/06 - 0506/2425/06 3032 5.~~70938~~83125% 16,~~449~~448,~~219~~008.7487 7885,~~262~~255.3751 0.00 II-B-3 0405/25/06 - 0506/2425/06 3032 6.~~30711~~30418% 10,~~052~~051,~~689~~949.7574 5256,~~836~~328.1922 03,520.0051 II-XB-1 0405/01/06 - 0405/30/06 30 0.~~84773~~35084% 31,~~526~~524,~~754~~433.7294 229,~~271~~216.8273 0.00 II-XB-2 0405/01/06 - 0405/30/06 30 0.~~59773~~08418% 16,~~449~~448,~~219~~008.7487 81,~~193~~153.5076 0.00 II-XB-3 N/A N/A 0.00000% 10,~~052~~051,~~689~~949.7574 0.00 0.00 II-B-4 0405/01/06 - 0405/30/06 30 6.~~30711~~30418% 9,138,~~899~~227.7601 48,~~033~~007.3748 0.00 II-B-5 0405/01/06 - 0405/30/06 30 6.~~30711~~30418% 7,~~767~~766,~~214~~643.9922 40,~~823~~801.90 0.00 II-B-6 0405/01/06 - 0405/30/06 30 6.~~30711~~30418% 5,028,~~835~~465.2507 26,~~431~~416.1894 0.00 I-M-1 0405/25/06 - 0506/2425/06 3032 5.~~45938~~58125% 23,312,000.00 ~~106~~115,~~057~~653.5642 0.00 I-M-2 0405/25/06 - 0506/2425/06 3032 5.~~70938~~83125% 16,652,000.00 7986,~~227~~312.1687 0.00 I-B-1 0405/25/06 - 0506/2425/06 3032 6.~~45938~~58125% 10,824,000.00 5863,~~263~~320.6140 02,689.0004 I-B-2 0405/25/06 - 0506/2425/06 3032 7.~~10938~~23125% 4,163,000.00 2426,~~663~~758.6284 13,~~607~~439.1952 I-B-3 0405/25/06 - 0506/2425/06 3032 7.~~10938~~23125% 4,163,000.00 2426,~~663~~758.6284 13,~~607~~439.1952 I-XP N/A N/A 0.00000% 0.00 0.00 0.00 II-XP N/A N/A 0.00000% 0.00 0.00 0.00 B-IO N/A N/A 0.00000% ~~768~~746,~~094~~110,~~944~~844.6609 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 78,~~912~~039,~~618~~315.7564 313,~~214~~088.3859

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-1A-1 0.00 (0.~~02)~~00 2,~~698~~853,~~323~~029.4186 0.00 ~~603~~578,~~177~~978,~~560~~333.5458 I-1A-2 0.00 0.00 ~~335~~354,~~353~~458.7900 0.00 7370,~~828~~866,~~327~~366.5951 II-1A-1 0.00 (0.0001) 1,~~285~~260,~~682~~226.7409 0.00 ~~280~~275,~~592~~565,~~111~~645.7414 II-1X-1 0.00 0.00 ~~253~~249,~~929~~025.9650 0.00 ~~280~~275,~~592~~565,~~111~~645.7414 II-1A-2 0.00 (0.0001) 1,~~327~~301,~~582~~360.1851 0.00 ~~260~~256,~~725~~054,~~254~~678.9291 II-1A-3 0.00 0.00 ~~292~~286,~~339~~565.6450 0.00 5756,~~412~~384,~~887~~405.2920 II-1X-2 0.00 0.00 ~~125~~123,~~706~~278.4653 0.00 ~~318~~312,~~138~~439,~~142~~084.2111 II-2A-1 0.00 (0.01) ~~468~~459,~~881~~162.0378 0.00 ~~101~~100,~~313~~334,~~597~~261.3323 II-2A-2 0.00 0.00 4948,~~729~~698.6896 0.00 10,~~745~~641,~~353~~485.8211 II-2X-1 0.00 0.00 3635,~~672~~952.5425 0.00 ~~112~~110,~~058~~975,~~951~~746.1534 II-3A-1 0.00 (0.01) 288,~~983~~910.5936 0.00 6160,~~029~~367,~~001~~160.8257 II-3A-2 0.00 0.00 30,~~648~~641.8306 0.00 6,~~472~~402,~~572~~379.3726 II-3X-1 0.00 0.00 5,~~626~~625.5713 0.00 6766,~~501~~769,~~574~~539.1983 II-B-1 0.00 0.00 ~~143~~156,~~430~~396.4522 0.00 31,~~524~~522,~~433~~082.9470 II-B-2 0.00 0.00 7885,~~262~~255.3751 0.00 16,~~448~~446,~~008~~782.8710 II-B-3 03,520.0051 0.00 5256,~~836~~328.1922 0.00 10,051,~~949~~200.7402 II-XB-1 0.00 0.00 229,~~271~~216.8273 0.00 31,~~524~~522,~~433~~082.9470 II-XB-2 0.00 0.00 81,~~193~~153.5076 0.00 16,~~448~~446,~~008~~782.8710 II-XB-3 0.00 0.00 12,~~167~~387.6279 0.00 10,051,~~949~~200.7402 II-B-4 0.00 0.00 48,~~033~~007.3748 0.00 9,~~138~~137,~~227~~545.0144 II-B-5 0.00 0.00 40,~~823~~801.90 0.00 7,766,~~643~~063.2295 II-B-6 0.00 0.00 26,~~431~~416.1894 0.00 5,028,~~465~~090.0702 I-M-1 0.00 0.00 ~~106~~115,~~057~~653.5642 0.00 23,312,000.00 I-M-2 0.00 0.00 7986,~~227~~312.1687 0.00 16,652,000.00 I-B-1 02,689.0004 0.00 5863,~~263~~320.6140 0.00 10,824,000.00 I-B-2 13,~~607~~439.1952 0.00 2426,~~663~~758.6284 0.00 4,163,000.00 I-B-3 13,~~607~~439.1952 0.00 2426,~~663~~758.6284 0.00 4,163,000.00 I-XP 0.00 0.00 5059,~~780~~083.9776 0.00 0.00 II-XP 0.00 0.00 1732,~~105~~902.8827 0.00 0.00 B-IO 0.00 0.00 ~~930~~656,~~248~~955.3229 0.00 ~~746~~718,~~110~~949,~~844~~656.0905 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 313,~~214~~088.3859 (0.02) 8,~~911~~790,~~921~~644.5677 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-1A-1 680,218,000.00 5.~~19938~~32125% ~~915~~886.~~53629544~~74154542 34.~~96685092~~19428751 0.00000000 I-1A-2 83,258,000.00 5.~~27938~~40125% ~~915~~886.~~53629549~~74154544 4.~~02788669~~25734464 0.00000000 II-1A-1 300,000,000.00 5.~~39224~~38957% ~~953~~935.~~72756633~~30703913 4.~~28560913~~20075360 0.00000000 II-1X-1 0.00 1.06500% ~~953~~935.~~72756633~~30703913 0.~~84643320~~83008500 0.00000000 II-1A-2 278,759,000.00 5.~~99224~~98957% ~~953~~935.~~72756636~~30703913 4.~~76247289~~66840712 0.00000000 II-1A-3 61,384,000.00 5.~~99224~~98957% ~~953~~935.~~72756630~~30703913 4.~~76247296~~66840708 0.00000000 II-1X-2 0.00 0.46500% ~~953~~935.~~72756635~~30703913 0.~~36956945~~36243148 0.00000000 II-2A-1 110,786,000.00 5.~~44454~~43851% ~~932~~914.~~81992707~~49819770 4.~~23231311~~14459201 0.00000000 II-2A-2 11,750,000.00 5.~~44454~~43851% ~~932~~914.~~81992681~~49819745 4.~~23231319~~14459234 0.00000000 II-2X-1 0.00 0.38500% ~~932~~914.~~81992704~~49819767 0.~~29927972~~29340153 0.00000000 II-3A-1 64,550,000.00 5.~~68077~~68078% 945.~~69527173~~45316530 4.~~47689512~~47576096 0.00000000 II-3A-2 6,846,000.00 5.~~68077~~68078% 945.~~69527169~~45316535 4.~~47689454~~47576103 0.00000000 II-3X-1 0.00 0.10000% 945.~~69527172~~45316530 0.~~07880792~~07878775 0.00000000 II-B-1 31,534,000.00 5.~~45938~~58125% 999.~~77023911~~69664299 4.~~54843819~~95960614 0.00000000 II-B-2 16,453,000.00 5.~~70938~~83125% 999.~~77023886~~69664317 45.~~75672339~~18176077 0.00000000 II-B-3 10,055,000.00 6.~~30711~~30418% 999.~~77023869~~69664247 5.~~25471805~~60201094 0.~~00000000~~35012531 II-XB-1 0.00 0.~~84773~~35084% 999.~~77023911~~69664299 0.~~70627957~~29227913 0.00000000 II-XB-2 0.00 0.~~59773~~08418% 999.~~77023886~~69664317 0.~~49799429~~07012460 0.00000000 II-XB-3 0.00 0.00000% 999.~~77023869~~69664247 0.00000000 0.00000000 II-B-4 9,141,000.00 6.~~30711~~30418% 999.~~77023958~~69664260 5.~~25471721~~25188491 0.00000000 II-B-5 7,769,000.00 6.~~30711~~30418% 999.~~77023941~~69664307 5.~~25471747~~25188570 0.00000000 II-B-6 5,029,991.05 6.~~30711~~30418% 999.~~77021828~~69662371 5.~~25471710~~25188608 0.00000000 I-M-1 23,312,000.00 5.~~45938~~58125% 1000.00000000 4.~~54948353~~96111102 0.00000000 I-M-2 16,652,000.00 5.~~70938~~83125% 1000.00000000 45.~~75781648~~18333353 0.00000000 I-B-1 10,824,000.00 6.~~45938~~58125% 1000.00000000 5.~~38281689~~85000000 0.~~00000000~~24843311 I-B-2 4,163,000.00 7.~~10938~~23125% 1000.00000000 56.~~92448234~~42777804 0.~~38606534~~82621187 I-B-3 4,163,000.00 7.~~10938~~23125% 1000.00000000 56.~~92448234~~42777804 0.~~38606534~~82621187 I-XP 0.00 0.00000% 0.00000000 0.00000000 0.00000000 II-XP 0.00 0.00000% 0.00000000 0.00000000 0.00000000 B-IO 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-1A-1 0.00000000 (0.~~00000003)~~00000000 34.~~96685094~~19428751 0.00000000 ~~886~~851.~~74154542~~16585209 I-1A-2 0.00000000 0.00000000 4.~~02788669~~25734464 0.00000000 ~~886~~851.~~74154544~~16585205 II-1A-1 0.00000000 (0.~~00000000~~00000003) 4.~~28560913~~20075363 0.00000000 ~~935~~918.~~30703913~~55215047 II-1X-1 0.00000000 0.00000000 0.~~84643320~~83008500 0.00000000 ~~935~~918.~~30703913~~55215047 II-1A-2 0.00000000 (0.~~00000000~~00000004) 4.~~76247289~~66840715 0.00000000 ~~935~~918.~~30703913~~55215046 II-1A-3 0.00000000 0.00000000 4.~~76247296~~66840708 0.00000000 ~~935~~918.~~30703913~~55215040 II-1X-2 0.00000000 0.00000000 0.~~36956945~~36243148 0.00000000 ~~935~~918.~~30703913~~55215045 II-2A-1 0.00000000 (0.00000009) 4.~~23231302~~14459210 0.00000000 ~~914~~905.~~49819770~~65830728 II-2A-2 0.00000000 0.00000000 4.~~23231319~~14459234 0.00000000 ~~914~~905.~~49819745~~65830723 II-2X-1 0.00000000 0.00000000 0.~~29927972~~29340153 0.00000000 ~~914~~905.~~49819767~~65830727 II-3A-1 0.00000000 (0.00000015) 4.~~47689527~~47576081 0.00000000 ~~945~~935.~~45316530~~20000883 II-3A-2 0.00000000 0.00000000 4.~~47689600~~47576103 0.00000000 ~~945~~935.~~45316535~~20000876 II-3X-1 0.00000000 0.00000000 0.~~07880792~~07878775 0.00000000 ~~945~~935.~~45316530~~20000882 II-B-1 0.00000000 0.00000000 4.~~54843819~~95960614 0.00000000 999.~~69664299~~62208093 II-B-2 0.00000000 0.00000000 45.~~75672339~~18176077 0.00000000 999.~~69664317~~62208108 II-B-3 0.~~00000000~~35012531 0.00000000 5.~~25471805~~60201094 0.00000000 999.~~69664247~~62208056 II-XB-1 0.00000000 0.00000000 0.~~70627957~~29227913 0.00000000 999.~~69664299~~62208093 II-XB-2 0.00000000 0.00000000 0.~~49799429~~07012460 0.00000000 999.~~69664317~~62208108 II-XB-3 0.00000000 0.00000000 0.~~11612332~~23747290 0.00000000 999.~~69664247~~62208056 II-B-4 0.00000000 0.00000000 5.~~25471721~~25188491 0.00000000 999.~~69664260~~62208074 II-B-5 0.00000000 0.00000000 5.~~25471747~~25188570 0.00000000 999.~~69664307~~62208135 II-B-6 0.00000000 0.00000000 5.~~25471710~~25188608 0.00000000 999.~~69662371~~62206096 I-M-1 0.00000000 0.00000000 4.~~54948353~~96111102 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 45.~~75781648~~18333353 0.00000000 1000.00000000 I-B-1 0.~~00000000~~24843311 0.00000000 5.~~38281689~~85000000 0.00000000 1000.00000000 I-B-2 0.~~38606534~~82621187 0.00000000 56.~~92448234~~42777804 0.00000000 1000.00000000 I-B-3 0.~~38606534~~82621187 0.00000000 56.~~92448234~~42777804 0.00000000 1000.00000000 I-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-XP 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are Per 1,000 Denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4548,~~264~~921,~~877~~134.0754 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~500~~471,~~507~~387.8884 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 6791,~~886~~986.8503 Total Deposits 4549,~~833~~484,~~271~~508.8041 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~384~~500,~~701~~507.9588 Total Administration Fees ~~496~~485,~~471~~440.5822 Payment of Interest and Principal 4448,~~952~~498,~~098~~560.2731 Total Withdrawals (Pool Distribution Amount) 4549,~~833~~484,~~271~~508.8041 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~489~~479,~~813~~131.3250 Lender Paid Mortgage Insuarance 6,~~658~~308.2672 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~496~~485,~~471~~440.5822 *Servicer Payees include: BANK OF AMERICA (NY); CHEVY CHASE FSB; COUNTRYWIDE HOME LOANS INC.; EMC MTG CORP; EVERHOME MORTGAGE COMPANY; GMAC MTG CORP; GREENPOINT MTG FUNDING, INC; HARBOURSIDE MORTGAGE; HOMEBANC MORTGAGE CORPORATION; HSBC BANK USA, NA; INDYMAC; MELLON BANK, N.A.; PHH US MTG CORP; US BANK HOME MORTGAGE; WASHINGTON MUTUAL BANK, F.A.; WELLS FARGO BANK, N.A. NOTE: Additional Fee - EMC Mortgage Corporation

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Reserve Fund- Wachovia Bank 1,885.93 0.00 0.00 1,885.93 Group I Basis Risk Reserve Fund 0.00 39,~~214~~568.3907 39,~~214~~568.3907 0.00 XP Reserve Account 100.00 0.00 0.00 100.00

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.~~830519~~828386% Weighted Average Net Coupon 6.~~472207~~470014% Weighted Average Pass-Through Rate 6.~~467336~~465295% Weighted Average Remaining Term ~~352~~351 Beginning Scheduled Collateral Loan Count 5,~~992~~878 Number Of Loans Paid In Full ~~114~~124 Ending Scheduled Collateral Loan Count 5,~~878~~754 Beginning Scheduled Collateral Balance 1,~~640~~604,~~403~~359,~~466~~351.5822 Ending Scheduled Collateral Balance 1,~~604~~564,~~359~~651,~~351~~435.2269 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 1,~~604~~564,~~550~~837,~~509~~712.9149 Monthly P&I Constant 9,~~569~~359,~~489~~194.1661 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 6791,~~886~~986.8503 Prepayment Penalty Paid Count 1517 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~232~~229,~~150~~873.0245 Unscheduled Principal 3539,~~811~~478,~~965~~042.3408 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 9,990,955.96 Overcollateralized Amount 9,990,955.96 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra ~~Principal~~principal ~~Distribution~~distribution Amount 0.00 Excess Cash Amount 0.00

Group Level Collateral Statement Group Group I Group II-1 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~007041~~009567 6.~~828682~~825468 Weighted Average Net Rate 6.~~649763~~652044 6.~~464064~~460848 Pass-Through Rate 6.~~646954~~649550 6.~~457645~~454500 Weighted Average Remaining Term ~~349~~348 ~~355~~354 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 4,~~652~~523,~~920~~986.4457 3,~~874~~805,~~593~~473.6619 Beginning Loan Count 2,~~339~~277 3,~~245~~196 Loans Paid in Full 6271 49 Ending Loan Count 2,~~277~~206 3,~~196~~147 Beginning Scheduled Balance ~~768~~746,~~094~~110,~~944~~844.6609 ~~671~~660,~~891~~095,~~916~~473.9370 Ending Scheduled Balance ~~746~~718,~~110~~949,~~844~~656.0905 ~~660~~649,~~095~~365,~~473~~215.7001 Scheduled Principal ~~167~~165,~~859~~724.9366 5150,~~146~~922.5480 Unscheduled Principal 2126,~~816~~995,~~240~~463.6438 1110,~~745~~679,~~296~~335.6989 Scheduled Interest 4,~~485~~358,~~060~~261.5191 3,~~823~~754,~~447~~550.1239 Servicing Fees ~~228~~222,~~685~~293.8373 ~~204~~200,~~153~~569.2569 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,~~798~~550.2956 3,~~594~~492.1231 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 4,~~254~~134,~~576~~417.3962 3,~~615~~550,~~699~~488.7539 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 5059,~~780~~083.9776 1732,~~105~~902.8827 Prepayment Penalty Paid Count 10 57 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group II-2 Group II-3 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~183460~~177053 6.~~120657~~120678 Weighted Average Net Rate 5.~~839972~~834134 5.~~783511~~783527 Pass-Through Rate 5.~~829540~~823513 5.~~780767~~780782 Weighted Average Remaining Term ~~354~~353 ~~354~~353 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~653~~641,~~785~~576.3207 388,~~189~~158.7478 Beginning Loan Count ~~209~~206 199 Loans Paid in Full 32 02 Ending Loan Count ~~206~~204 ~~199~~197 Beginning Scheduled Balance ~~126~~123,~~053~~807,~~277~~810.8148 74,~~363~~345,~~327~~222.1895 Ending Scheduled Balance ~~123~~122,~~807~~724,~~810~~200.4847 7473,~~345~~612,~~222~~364.9516 Scheduled Principal 4,~~247~~269.4886 8,~~896~~956.0713 Unscheduled Principal 21,~~241~~079,~~219~~340.8515 9723,~~208~~902.1666 Scheduled Interest ~~649~~637,~~537~~306.8421 379,~~293~~202.6765 Servicing Fees 3635,~~081~~380.5309 20,~~892~~887.7199 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 1,095.77 170.08 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~612~~600,~~360~~830.5435 358,~~230~~144.8858 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~830519~~828386 Weighted Average Net Rate 6.~~472207~~470014 Pass-Through Rate 6.~~467336~~465295 Weighted Average Remaining Term ~~352~~351 Record Date 0405/3031/2006 Principal And Interest Constant 9,~~569~~359,~~489~~194.1661 Beginning Loan Count 5,~~992~~878 Loans Paid in Full ~~114~~124 Ending Loan Count 5,~~878~~754 Beginning Scheduled Balance 1,~~640~~604,~~403~~359,~~466~~351.5822 Ending Scheduled Balance 1,~~604~~564,~~359~~651,~~351~~435.2269 Scheduled Principal ~~232~~229,~~150~~873.0245 Unscheduled Principal 3539,~~811~~478,~~965~~042.3408 Scheduled Interest 9,~~337~~129,~~339~~321.1416 Servicing Fees ~~489~~479,~~813~~131.3250 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 6,~~658~~308.2672 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 8,~~840~~643,~~867~~880.5694 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 6791,~~886~~986.8503 Prepayment Penalty Paid Count 1517 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Class I-B-1 Cap Payment 0.00 Class I-B-2 Cap Payment ~~1,385~~1928.5286 Class I-B-3 Cap Payment ~~1,385~~1928.5286 Class II-B-1 Cap Payment 0.00 Class II-B-2 Cap Payment 0.00 Class II-B-3 Cap Payment ~~1,167~~5908.6231 Class I-M-1 Cap Payment 0.00 Class I-M-2 Cap Payment 0.00 Miscellaneous Reporting Senior Prepayment Percentage Group II-1 100.000000% Senior Prepayment Percentage Group II-2 100.000000% Senior Prepayment Percentage Group II-3 100.000000% Significance Percentage I1A1,I1A2 0.00 Significance Percentage IM1 0.00 Significance Percentage IM2 0.00 Significance Percentage IB1 0.00 Significance Percentage IB2 0.00 Significance Percentage IB3 0.00 Significance Percentage IIB1 0.00 Significance Percentage IIB2 0.00 Significance Percentage IIB3 0.00 Subordinate Prepymt % Group II-1 0.000000% Subordinate Prepymt % Group II-2 0.000000% Subordinate Prepymt % Group II-3 0.000000% Trigger Event Reporting Delinquency Percentage Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 67.~~106975~~413228% Cummulative Loss Test Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Shifting Interest Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Two Times Deliquency Test Trigger Result Pass Threshold Value 50.000000% Calculated Value 67.~~106975~~413228% Two Times Cummulative Loss Test Trigger Result Pass Threshold Value 20.000000% Calculated Value 0.000000% Sub Two Times Test Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 ~~462~~461,~~620~~668.1134 0.00 0.00 ~~462~~461,~~620~~668.1134 30 Days ~~187~~147 0 0 0 ~~187~~147 5743,~~231~~415,~~602~~010.7206 0.00 0.00 0.00 5743,~~231~~415,~~602~~010.7206 60 Days 48 0 0 0 48 16,~~365~~445,~~000~~435.5759 0.00 0.00 0.00 16,~~365~~445,~~000~~435.5759 90 Days 2334 0 20 0 2534 79,~~012~~954,~~653~~210.2040 0.00 ~~156,727~~0.3300 0.00 79,~~169~~954,~~380~~210.5340 120 Days 1413 0 610 0 2023 24,~~746~~166,~~469~~254.0642 0.00 1,~~433~~957,~~191~~835.9852 0.00 46,~~179~~124,~~661~~089.0494 150 Days 011 0 06 0 017 02,124,110.0033 0.00 01,433,191.0098 0.00 03,557,302.0031 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~272~~253 2 816 0 ~~282~~271 8376,~~355~~105,~~725~~020.5580 ~~462~~461,~~620~~668.1134 13,~~589~~391,~~919~~027.3150 0.00 8579,~~408~~957,~~264~~716.9764 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~034025~~034758% 0.000000% 0.000000% 0.~~034025~~034758% 0.~~028832~~029503% 0.000000% 0.000000% 0.~~028832~~029503% 30 Days 32.~~181354~~554745% 0.000000% 0.000000% 0.000000% 32.~~181354~~554745% 32.~~566831~~774410% 0.000000% 0.000000% 0.000000% 32.~~566831~~774410% 60 Days 0.~~816604~~834202% 0.000000% 0.000000% 0.000000% 0.~~816604~~834202% 1.~~019912~~050936% 0.000000% 0.000000% 0.000000% 1.~~019912~~050936% 90 Days 0.~~391290~~590893% 0.000000% 0.~~034025~~000000% 0.000000% 0.~~425315~~590893% 0.~~437048~~636118% 0.000000% 0.~~009768~~000000% 0.000000% 0.~~446816~~636118% 120 Days 0.~~238176~~225930% 0.000000% 0.~~102076~~173792% 0.000000% 0.~~340252~~399722% 0.~~171168~~266242% 0.000000% 0.~~089320~~125114% 0.000000% 0.~~260488~~391356% 150 Days 0.~~000000~~191171% 0.000000% 0.~~000000~~104275% 0.000000% 0.~~000000~~295447% 0.~~000000~~135740% 0.000000% 0.~~000000~~091587% 0.000000% 0.~~000000~~227327% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~627424~~396941% 0.~~034025~~034758% 0.~~136101~~278067% 0.000000% 4.~~797550~~709767% 54.~~194958~~863445% 0.~~028832~~029503% 0.~~099088~~216702% 0.000000% 5.~~322878~~109649%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~500~~471,~~507~~387.8884

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 ~~462~~461,~~620~~668.1134 0.00 0.00 ~~462~~461,~~620~~668.1134 30 Days 9971 0 0 0 9971 3824,~~889~~749,~~976~~585.2956 0.00 0.00 0.00 3824,~~889~~749,~~976~~585.2956 60 Days 2633 0 0 0 2633 912,~~962~~441,~~353~~585.7396 0.00 0.00 0.00 912,~~962~~441,~~353~~585.7396 90 Days 1419 0 20 0 1619 56,~~745~~721,~~811~~713.1981 0.00 ~~156,727~~0.3300 0.00 56,~~902~~721,~~538~~713.5281 120 Days 68 0 46 0 1014 13,~~393~~084,~~877~~850.2800 0.00 ~~946~~1,~~791~~385,488.9852 0.00 24,~~340~~470,~~669~~338.2652 150 Days 06 0 04 0 010 01,393,877.0028 0.00 0946,791.0098 0.00 02,340,669.0026 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~145~~137 2 610 0 ~~153~~149 5548,~~992~~391,~~018~~612.4961 ~~462~~461,~~620~~668.1134 12,~~103~~332,~~519~~280.3150 0.00 5751,~~558~~185,~~157~~561.9145 0-29 Days 0.~~087835~~090662% 0.000000% 0.000000% 0.~~087835~~090662% 0.~~061993~~064203% 0.000000% 0.000000% 0.~~061993~~064203% 30 Days 43.~~347826~~218495% 0.000000% 0.000000% 0.000000% 43.~~347826~~218495% 53.~~211428~~441834% 0.000000% 0.000000% 0.000000% 53.~~211428~~441834% 60 Days 1.~~141853~~495920% 0.000000% 0.000000% 0.000000% 1.~~141853~~495920% 1.~~334999~~730206% 0.000000% 0.000000% 0.000000% 1.~~334999~~730206% 90 Days 0.~~614844~~861287% 0.000000% 0.~~087835~~000000% 0.000000% 0.~~702679~~861287% 0.~~769964~~934764% 0.000000% 0.~~021002~~000000% 0.000000% 0.~~790966~~934764% 120 Days 0.~~263505~~362647% 0.000000% 0.~~175670~~271985% 0.000000% 0.~~439174~~634633% 0.~~186786~~428999% 0.000000% 0.~~126874~~192675% 0.000000% 0.~~313660~~621674% 150 Days 0.~~000000~~271985% 0.000000% 0.~~000000~~181324% 0.000000% 0.~~000000~~453309% 0.~~000000~~193841% 0.000000% 0.~~000000~~131667% 0.000000% 0.~~000000~~325508% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.~~368028~~210335% 0.~~087835~~090662% 0.~~263505~~453309% 0.000000% 6.~~719368~~754306% 76.~~503177~~729643% 0.~~061993~~064203% 0.~~147876~~324342% 0.000000% 7.~~713047~~118187% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8571 0 0 0 8571 1615,~~914~~612,~~626~~524.4350 0.00 0.00 0.00 1615,~~914~~612,~~626~~524.4350 60 Days 1814 0 0 0 1814 42,~~148~~893,~~062~~849.4363 0.00 0.00 0.00 42,~~148~~893,~~062~~849.4363 90 Days 913 0 0 0 913 12,~~266~~710,~~842~~996.0159 0.00 0.00 0.00 12,~~266~~710,~~842~~996.0159 120 Days 84 0 24 0 108 1458,~~352,591~~320.7801 0.00 ~~486~~572,~~400~~347.00 0.00 1,~~838~~030,~~991~~667.7801 150 Days 05 0 02 0 07 0730,233.0005 0.00 0486,400.00 0.00 01,216,633.0005 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~120~~107 0 26 0 ~~122~~113 2322,~~682~~405,~~122~~923.6578 0.00 ~~486~~1,~~400~~058,747.00 0.00 2423,~~168~~464,~~522~~670.6578 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~659574~~256117% 0.000000% 0.000000% 0.000000% 2.~~659574~~256117% 2.~~562272~~404109% 0.000000% 0.000000% 0.000000% 2.~~562272~~404109% 60 Days 0.~~563204~~444868% 0.000000% 0.000000% 0.000000% 0.~~563204~~444868% 0.~~628359~~445612% 0.000000% 0.000000% 0.000000% 0.~~628359~~445612% 90 Days 0.~~281602~~413092% 0.000000% 0.000000% 0.000000% 0.~~281602~~413092% 0.~~191905~~417455% 0.000000% 0.000000% 0.000000% 0.~~191905~~417455% 120 Days 0.~~250313~~127105% 0.000000% 0.~~062578~~127105% 0.000000% 0.~~312891~~254210% 0.~~204894~~070575% 0.000000% 0.~~073681~~088133% 0.000000% 0.~~278575~~158708% 150 Days 0.~~000000~~158881% 0.000000% 0.~~000000~~063553% 0.000000% 0.~~000000~~222434% 0.~~000000~~112446% 0.000000% 0.~~000000~~074899% 0.000000% 0.~~000000~~187344% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.~~754693~~400064% 0.000000% 0.~~062578~~190658% 0.000000% 3.~~817272~~590721% 3.~~587430~~450197% 0.000000% 0.~~073681~~163032% 0.000000% 3.~~661111~~613229% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 34 0 0 0 34 12,~~427~~922,~~000~~400.00 0.00 0.00 0.00 12,~~427~~922,~~000~~400.00 60 Days 31 0 0 0 31 21,~~190~~110,~~684~~000.4100 0.00 0.00 0.00 21,~~190~~110,~~684~~000.4100 90 Days 01 0 0 0 01 0457,600.00 0.00 0.00 0.00 0457,600.00 120 Days 01 0 0 0 01 0623,084.0041 0.00 0.00 0.00 0623,084.0041 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 67 0 0 0 67 35,~~617~~113,~~684~~084.41 0.00 0.00 0.00 35,~~617~~113,~~684~~084.41 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~456311~~960784% 0.000000% 0.000000% 0.000000% 1.~~456311~~960784% 12.~~152553~~381192% 0.000000% 0.000000% 0.000000% 12.~~152553~~381192% 60 Days 10.~~456311~~490196% 0.000000% 0.000000% 0.000000% 10.~~456311~~490196% 10.~~769363~~904436% 0.000000% 0.000000% 0.000000% 10.~~769363~~904436% 90 Days 0.~~000000~~490196% 0.000000% 0.000000% 0.000000% 0.~~000000~~490196% 0.~~000000~~372856% 0.000000% 0.000000% 0.000000% 0.~~000000~~372856% 120 Days 0.~~000000~~490196% 0.000000% 0.000000% 0.000000% 0.~~000000~~490196% 0.~~000000~~507693% 0.000000% 0.000000% 0.000000% 0.~~000000~~507693% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 23.~~912621~~431373% 0.000000% 0.000000% 0.000000% 23.~~912621~~431373% 24.~~921916~~166176% 0.000000% 0.000000% 0.000000% 24.~~921916~~166176% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-3 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 0130,500.00 0.00 0.00 0.00 0130,500.00 60 Days 10 0 0 0 10 ~~63,900~~0.00 0.00 0.00 0.00 ~~63,900~~0.00 90 Days 01 0 0 0 01 063,900.00 0.00 0.00 0.00 063,900.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 0 0 12 63194,~~900~~400.00 0.00 0.00 0.00 63194,~~900~~400.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~507614% 0.000000% 0.000000% 0.000000% 0.~~000000~~507614% 0.~~000000~~177267% 0.000000% 0.000000% 0.000000% 0.~~000000~~177267% 60 Days 0.~~502513~~000000% 0.000000% 0.000000% 0.000000% 0.~~502513~~000000% 0.~~085942~~000000% 0.000000% 0.000000% 0.000000% 0.~~085942~~000000% 90 Days 0.~~000000~~507614% 0.000000% 0.000000% 0.000000% 0.~~000000~~507614% 0.~~000000~~086800% 0.000000% 0.000000% 0.000000% 0.~~000000~~086800% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~502513~~015228% 0.000000% 0.000000% 0.000000% 01.~~502513~~015228% 0.~~085942~~264066% 0.000000% 0.000000% 0.000000% 0.~~085942~~264066%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 8 ~~Jun~~Jul-05 0.000% Original Principal Balance 1,~~590~~802,~~929~~865.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 1,~~589~~801,~~919~~108.3119 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 816 ~~Nov~~Dec-05 0.000% Original Principal Balance 13,~~590~~393,~~929~~794.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 13,~~589~~391,~~919~~027.3150 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~099% ~~May~~Jun-06 0.~~099~~217% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 64 ~~Jun~~Jul-05 0.000% Original Principal Balance 1,~~104~~229,~~529~~978.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 1,~~103~~228,~~519~~761.3119 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 610 ~~Nov~~Dec-05 0.000% Original Principal Balance 12,~~104~~334,~~529~~507.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 12,~~103~~332,~~519~~280.3150 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~148% ~~May~~Jun-06 0.~~148~~324% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 24 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~486~~572,~~400~~887.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~486~~572,~~400~~347.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 26 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~486~~1,~~400~~059,287.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~486~~1,~~400~~058,747.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~074% ~~May~~Jun-06 0.~~074~~163% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0012952743 May-2006 01-Jan-2006 FL 95.00 170,229.00 Group I 0012971388 Jun-2006 01-Dec-2005 VA 80.00 400,000.00 Group I 0012999611 Jun-2006 01-Jan-2006 AZ 75.00 138,750.00 Group I 0013023858 Jun-2006 01-Jan-2006 CO 70.00 234,028.00 Group I 0013091582 May-2006 01-Jan-2006 CA 80.00 436,000.00 Group I 0013128459 May-2006 01-Jan-2006 GA 80.00 200,000.00 Group I 0013153101 May-2006 01-Jan-2006 GA 80.00 140,800.00 Group I 0114331530 Jun-2006 01-Nov-2005 CA 80.00 457,200.00 Group I 0601347696 May-2006 01-Oct-2005 AL 90.00 94,500.00 Group I 0601350639 May-2006 01-Oct-2005 AL 90.00 63,000.00 Group II-1 0012618526 May-2006 01-Sep-2005 AZ 80.00 316,000.00 Group II-1 0012984175 Jun-2006 01-Jan-2006 GA 85.00 134,725.00 Group II-1 0012999215 Jun-2006 01-Jan-2006 GA 85.00 134,725.00 Group II-1 0013005723 Jun-2006 01-Jan-2006 GA 85.00 134,725.00 Group II-1 0013043906 May-2006 01-Jan-2006 CO 80.00 170,400.00 Group II-1 0013195235 Jun-2006 01-Jan-2006 GA 80.00 168,712.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0012952743 170,229.00 01-Dec-2005 45 8.000% 5,408.30 Group I 0012971388 400,000.00 01-Jan-2006 4 7.750% 12,~~326~~291.6465 Group I 0012999611 138,750.00 01-Jan-2006 4 7.625% 4,191.40 Group I 0013023858 234,028.00 01-Jan-2006 4 8.125% 7,557.15 Group I 0013091582 436,000.00 01-Dec-2005 45 7.500% 1012,~~355~~943.0075 Group I 0013128459 199,862.36 01-Dec-2005 45 7.875% 46,~~991~~236.3498 Group I 0013153101 140,700.62 01-Dec-2005 45 7.750% 34,317.43 Group I 0114331530 455,983.19 01-Jan-2006 4 6.625% 11,853.09 Group I 0601347696 94,229.23 01-Jan-2006 34 7.750% 2,~~314~~891.3577 Group I 0601350639 62,498.10 01-Jan-2006 34 7.625% 1,~~508~~885.8828 Group II-1 0012618526 316,000.00 01-Dec-2005 45 6.750% 68,~~715~~393.75 Group II-1 0012984175 134,725.00 01-Jan-2006 4 7.250% 3,859.30 Group II-1 0012999215 134,725.00 01-Jan-2006 4 7.250% 3,859.30 Group II-1 0013005723 134,725.00 01-Jan-2006 4 7.250% 3,859.30 Group II-1 0013043906 170,400.00 01-Dec-2005 45 7.250% 34,~~905~~881.25 Group II-1 0013195235 168,172.00 01-Jan-2006 4 6.875% 4,554.70

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-05 0.000% Original Principal Balance 486,950.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~462~~461,~~620~~668.1134 ~~Jan-06 0.000%~~ Feb-06 0.027% Mar-06 0.028% Apr-06 0.028% May-06 0.029% Jun-06 0.030% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-05 0.000% Original Principal Balance 486,950.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~462~~461,~~620~~668.1134 ~~Jan-06 0.000%~~ Feb-06 0.058% Mar-06 0.060% Apr-06 0.060% May-06 0.062% Jun-06 0.064% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II-3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 1304000712 ~~170~~169,~~041~~839.9535 01-~~Apr~~May-2006 0 6.625% 1,~~864~~862.4825 Group I 6452728790 ~~292~~291,~~578~~828.1699 01-~~Apr~~Jun-2006 0(1) 6.125% 21,~~805~~400.6615

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 6271 2127,~~741~~144,~~554~~143.00 2126,~~695~~837,~~041~~589.0307 0 0.00 0.00 Group II-1 49 1110,~~592~~552,~~489~~826.00 1110,~~588~~546,~~998~~939.2212 0 0.00 0.00 Group II-2 32 1,~~933~~068,~~560~~392.00 1,~~932~~068,~~899~~391.0899 0 0.00 0.00 Group II-3 02 0712,000.00 0712,000.00 0 0.00 0.00 Total ~~114~~124 3539,~~267~~477,~~603~~361.00 3539,~~216~~164,~~938~~920.3318 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 ~~124~~162,~~894~~773.7964 Group II-1 0 0.00 0.00 0 0.00 0.00 ~~156~~133,~~864~~197.2130 Group II-2 0 0.00 0.00 0 0.00 0.00 ~~308~~10,~~320~~948.7716 Group II-3 0 0.00 0.00 0 0.00 0.00 911,~~208~~902.1666 Total 0 0.00 0.00 0 0.00 0.00 ~~599~~318,~~287~~821.9376

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0002365519~~0002294400 AZTX 61.09 01-Dec-2005 157,050.00 157,050.00 Group I 0002351558 MD 80.00 01-Jan-2006 ~~256~~473,~~552~~448.00 ~~255~~473,~~611~~447.6934 Group I ~~0002368924~~0002369744 OH 80.00 01-Jan-2006 6284,~~400~~000.00 6283,~~400~~968.0075 Group I ~~0002439960~~0002394699 VAUT 80.00 01-Jan-2006 79556,~~760~~000.00 79556,~~760~~000.00 Group I ~~0002440688~~0002415831 CATX 80.00 01-Jan-2006 ~~127~~68,~~960~~000.00 ~~127~~68,~~773~~000.8600 Group I ~~0002441548~~0002435780 CANV 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~220~~320,000.00 ~~220~~320,000.00 Group I ~~0005885686~~0002436433 PAGA 80.00 01-~~Apr~~Jan-~~2002~~2006 ~~496~~308,000.00 ~~495~~308,~~828~~000.2900 Group I ~~0006052906~~0002438936 GAIL 8070.00 01-~~Nov~~Dec-2005 ~~668~~63,~~080~~000.00 ~~666~~62,~~174~~690.2950 Group I ~~0011721347~~0002439501 CA 80.00 01-Jan-2006 ~~301~~432,~~290~~000.00 ~~301~~432,~~290~~000.00 Group I ~~0011770716~~0002440124 AZVA 8078.0004 01-Jan-2006 ~~370~~318,~~400~~000.00 ~~370~~317,~~400~~936.0060 Group I ~~0011772894~~0005918305 PAIA 8037.0034 01-~~Jan~~May-~~2006~~2002 ~~282~~354,~~300~~870.00 ~~282~~147,~~300~~875.66 Group I 0006185565 CO 79.68 01-Nov-2001 374,500.00 369,110.66 Group I ~~0012671764~~0011666864 AZ 8480.8700 01-~~Dec~~Aug-2005 ~~179~~631,~~000~~636.00 ~~179~~631,~~000~~636.00 Group I ~~0012697678~~0011734605 WACA 8064.0062 01-~~Nov~~Sep-2005 ~~124~~1,~~000~~696,500.00 ~~124~~1,~~000~~696,500.00 Group I ~~0012849261~~0011771359 PAAZ 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~758~~181,~~000~~600.00 ~~758~~181,~~000~~598.0091 Group I ~~0012856837~~0011773736 FLAZ 80.00 01-Jan-2006 ~~139~~154,~~200~~000.00 ~~139~~154,~~200~~000.00 Group I ~~0012923603~~0011774866 DEAZ 80.00 01-Jan-2006 ~~188~~372,~~720~~000.00 ~~188~~371,~~720~~999.0097 Group I ~~0012953113~~0011777521 CAAZ 79.9834 01-Jan-2006 ~~698~~621,~~900~~100.00 ~~698~~621,~~900~~100.00 Group I ~~0012961520~~0011778677 CAVA 6070.6100 01-Jan-2006 1629,~~000~~300.00 629,~~000~~300.00 1Group I 0011912409 MN 80.00 01-Sep-2005 112,~~000~~480.00 112,~~000~~480.00 Group I ~~0012962098~~0012697835 MDWA 80.00 01-~~Dec~~Nov-2005 ~~168~~129,~~000~~600.00 ~~168~~129,~~000~~600.00 Group I ~~0012965638~~0012890869 FLVA 7580.00 01-Jan-2006 ~~121~~444,~~425~~049.00 ~~121~~444,~~424~~049.9900 Group I ~~0013001854~~0012904033 MDAZ 80.00 01-Dec-2005 ~~144~~214,000.00 ~~144~~214,000.00 Group I ~~0013008230~~0012988317 TXCA 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~293~~381,~~200~~392.00 ~~293~~381,~~063~~392.0900 Group I ~~0013021357~~0013002225 AZNC 80.00 01-Dec-2005 232,000.00 230,831.32 Group I 0013018254 CA 80.00 01-Feb-2006 ~~259~~440,~~232~~000.00 ~~259~~440,~~232~~000.00 Group I ~~0013027404~~0013025531 AZCA 6480.5100 01-Dec-2005 1880,000~~,000~~.00 1880,000~~,000~~.00 Group I ~~0013029467~~0013025887 WIMD 8075.00 01-~~Dec~~Jan-~~2005~~2006 ~~272~~176,~~000~~250.00 ~~270~~176,~~858~~250.2800 Group I ~~0013040563~~0013038369 COVA 80.00 01-Jan-2006 ~~136~~456,~~800~~512.00 ~~136~~456,~~800~~512.00 Group I ~~0013058516~~0013039003 CAMD 80.00 01-Jan-2006 ~~637~~536,~~300~~943.00 ~~637~~536,~~300~~938.00 Group I ~~0013059290~~0013043450 UTVA 7079.0076 01-Jan-2006 ~~105~~443,~~700~~600.00 ~~105~~443,~~700~~600.00 Group I ~~0013066246~~0013066949 CA 58.81 01-Dec-2005 1,000,000.00 1,000,000.00 Group I 0013067129 SC 3833.6511 01-Dec-2005 ~~419~~255,000.00 ~~419~~240,000.00 Group I ~~0013076864~~0013068572 AZNJ 8070.00 01-Jan-2006 273,000.00 273,000.00 Group I 0013071808 SC 74.77 01-Dec-2005 ~~178~~344,~~400~~000.00 ~~178~~344,~~400~~000.00 Group I ~~0013084942~~0013072178 CAMA 6957.8350 01-~~Dec~~Aug-2005 ~~256~~862,~~893~~500.00 ~~253~~862,~~564~~500.0900 Group I ~~0013094297~~0013072715 NCMN 6570.00 01-Jan-2006 61224,~~425~~000.00 60224,~~521~~000.7900 Group I ~~0013100870~~0013074687 FLVA 8075.00 01-Jan-2006 ~~919~~308,~~200~~250.00 ~~919~~308,~~200~~250.00 Group I ~~0013107065~~0013075171 COFL 75.00 01-~~Feb~~Jan-2006 ~~226~~169,~~500~~950.00 ~~226~~169,~~500~~950.00 Group I ~~0013110143~~0013075635 MDAZ 8075.00 01-Jan-2006 ~~172~~641,~~800~~250.00 ~~172~~641,~~800~~250.00 Group I ~~0013111745~~0013078993 FLAZ 8079.0058 01-~~Dec~~Jan-~~2005~~2006 ~~165~~430,~~894~~536.00 ~~165~~430,~~894~~535.0099 Group I ~~0013117148~~0013084017 MDFL 80.00 01-Jan-2006 ~~714~~132,~~225~~000.00 ~~714~~132,~~225~~000.00 Group I ~~0013131065~~0013091384 VAAZ 7580.00 01-~~Jan~~Dec-~~2006~~2005 ~~290~~200,~~700~~000.00 ~~290~~200,~~700~~000.00 Group I ~~0013136676~~0013109723 AZ 80.00 01-~~Jan~~Feb-2006 ~~164~~545,571.00 545,382.62 Group I 0013116876 MN 80.00 01-Dec-2005 176,000.00 ~~164~~176,000.00 Group I ~~0013139456~~0013118765 COFL 7180.1200 01-Jan-2006 61184,~~700~~000.00 61184,~~700~~000.00 Group I ~~0013181417~~0013120803 VA 80.00 01-Jan-2006 ~~479~~288,~~000~~208.00 ~~479~~288,~~000~~207.0073 Group I ~~0013187208~~0013135645 ILAZ 80.00 01-~~Jan~~Feb-2006 ~~152~~351,~~320~~200.00 ~~151~~351,~~825~~200.2100 Group I ~~0013193354~~0013139639 GAMD 80.00 01-~~Jan~~Feb-2006 ~~100~~696,000.00 ~~100~~695,~~000~~999.0015 Group I ~~0013226865~~0013155866 CAAZ 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~338~~167,~~880~~454.00 ~~338~~167,~~880~~454.00 Group I ~~0013229240~~0013164181 MNCA 80.00 01-Jan-2006 ~~204~~392,000.00 ~~203~~392,~~998~~000.0300 Group I ~~0013236229~~0013175682 AZGA 6580.00 01-Jan-2006 ~~536~~191,~~250~~920.00 ~~536~~191,~~250~~920.00 Group I ~~0013256748~~0013226089 CA 80.00 01-~~Feb~~Dec-~~2006~~2005 ~~436~~720,000.00 ~~436~~720,000.00 Group I ~~0014065544~~0013232210 NJFL 80.00 01-~~Oct~~Feb-2006 83,200.00 83,200.00 Group I 0014063192 MA 67.76 01-Aug-2005 ~~264~~225,000.00 ~~262~~222,~~465~~860.1709 Group I ~~0014066021~~0014065403 MACT 80.00 01-~~Sep~~Nov-2005 ~~160~~151,~~000~~920.00 ~~160~~151,~~000~~085.0019 Group I ~~0014066153~~0014065478 NJ 80.00 01-~~Oct~~Sep-2005 ~~328~~120,000.00 ~~328~~120,000.00 Group I ~~0014318299~~0014065536 FL 9590.00 01-~~Dec~~Oct-2005 ~~119~~242,~~528~~910.00 ~~118~~240,~~865~~826.7615 Group I ~~0019011170~~0014065593 CAPA 7079.4548 01-~~Aug~~Oct-~~2002~~2005 ~~310~~184,~~045~~200.00 ~~292~~184,~~826~~200.9800 Group I ~~0021668207~~0014065684 GAME 8480.7300 01-Sep-~~2002~~2005 ~~202~~206,~~500~~400.00 ~~202~~206,~~500~~400.00 Group I ~~0088688419~~0014065965 NJ 7580.00 01-~~Dec~~Nov-2005 ~~632~~444,~~745~~000.00 ~~628~~441,~~733~~737.45 Group I ~~0108278679~~0014066369 CAMA 8079.0098 01-~~Aug~~Sep-2005 ~~483~~294,~~130~~700.00 ~~475~~294,~~908~~700.1500 Group I ~~0112399781~~0062272895 NJCA 77.56 01-Oct-2002 415,000.00 392,994.26 Group I 0091239706 AZ 80.00 01-~~Nov~~May-2005 ~~394~~465,~~800~~000.00 ~~391~~457,~~872~~326.7928 Group I ~~0114196327~~0100299596 CA 80.00 01-~~Nov~~Sep-2005 ~~602~~430,~~800~~574.00 ~~598~~425,~~535~~762.8370 Group I ~~0202508479~~0108582258 FLCA 80.00 01-~~Oct~~Nov-2005 ~~592~~480,~~000~~320.00 ~~591~~475,~~981~~527.0072 Group I ~~0569335639~~0110295001 CA 6480.5100 01-~~Aug~~Sep-2005 1428,000~~,000~~.00 ~~999~~424,~~729~~035.1715 Group I ~~0584891105~~0112611081 RINJ 8079.0026 01-Nov-2005 ~~600~~428,000.00 ~~600~~423,~~000~~899.0060 Group I ~~0588940007~~0119996058 CA 8074.0062 01-~~Dec~~Nov-2005 ~~608~~731,~~000~~250.00 ~~608~~725,~~000~~860.0016 Group I ~~0601366281~~0569969476 ILCA 8074.0025 01-Dec-2005 ~~428~~620,000.00 ~~428~~620,000.00 Group I ~~1000205667~~6554103215 PATX 9063.0033 01-~~Mar~~Sep-~~2003~~2002 48399,~~600~~000.00 45376,~~732~~758.9479 Group II-1 ~~0002238935~~0002239360 AZ 80.00 01-Jan-2006 ~~159~~180,~~958~~000.00 ~~159~~180,~~958~~000.00 Group II-1 ~~0002394395~~0002391025 ORWA 7180.7500 01-Dec-2005 ~~172~~178,~~200~~912.00 ~~172~~178,~~200~~912.00 Group II-1 ~~0006026447~~0002392970 FLMD 6380.00 01-~~Oct~~Jan-~~2005~~2006 ~~315~~265,~~000~~600.00 ~~315~~265,~~000~~600.00 Group II-1 ~~0007179260~~0002393974 FLOR 7680.1200 01-~~Oct~~Dec-2005 80180,000.00 80180,000.00 Group II-1 ~~0010222305~~0002434916 AZOK 8074.0098 01-~~May~~Dec-2005 87283,~~600~~850.00 87282,~~526~~151.4869 Group II-1 ~~0011767761~~0002438747 NJCA 8075.00 01-~~Jan~~Dec-~~2006~~2005 ~~260~~367,~~000~~500.00 ~~259~~366,~~637~~850.1641 Group II-1 ~~0011771391~~0002438749 AZ 80.00 01-Dec-2005 144,593.00 144,593.00 Group II-1 0002440827 WA 70.00 01-Jan-2006 ~~356~~217,~~800~~000.00 ~~356~~217,~~800~~000.00 Group II-1 ~~0012661054~~0009971235 NVFL 65.00 01-Nov-2005 ~~220~~137,~~350~~150.00 ~~220~~137,~~349~~150.9900 Group II-1 ~~0012846671~~0011211562 AZFL 8074.0084 01-~~Dec~~Sep-2005 ~~167~~245,~~211~~300.00 ~~167~~245,~~211~~300.00 Group II-1 ~~0012858627~~0011767696 AZWA 8480.6200 01-Jan-2006 ~~267~~138,~~500~~640.00 ~~267~~138,~~500~~639.0099 Group II-1 ~~0012889754~~0011771607 IDAZ 8075.00 01-~~Dec~~Jan-~~2005~~2006 ~~150~~249,~~960~~000.00 ~~150~~248,~~957~~300.0700 Group II-1 ~~0012923355~~0011781168 COMA 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~289~~240,~~600~~000.00 ~~289~~238,~~200~~935.0077 Group II-1 ~~0012958823~~0012694907 GAAZ 5780.1300 01-~~Nov~~Dec-2005 ~~220~~176,000.00 ~~220~~176,000.00 Group II-1 ~~0012962437~~0012888517 UTMD 80.00 01-Dec-2005 ~~191~~157,~~200~~600.00 ~~191~~157,~~200~~600.00 Group II-1 ~~0012984910~~0012898789 AZCA 7980.9800 01-~~Jan~~Dec-~~2006~~2005 ~~236~~415,~~700~~536.00 ~~236~~415,~~700~~516.00 Group II-1 ~~0012985610~~0012907978 VAAZ 8070.00 01-Dec-2005 ~~288~~122,~~000~~500.00 ~~288~~122,~~000~~500.00 Group II-1 ~~0012990552~~0012911780 SCIL 7280.4100 01-Dec-2005 ~~210~~268,~~000~~960.00 ~~210~~268,~~000~~960.00 Group II-1 ~~0012994802~~0012927984 CAAZ 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~300~~168,~~000~~676.00 ~~300~~168,~~000~~676.00 Group II-1 ~~0013001516~~0012930368 TNMD 80.00 01-Dec-2005 ~~131~~324,~~840~~000.00 ~~131~~324,~~840~~000.00 Group II-1 ~~0013002092~~0012930822 FLMD 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~128~~104,000.00 ~~128~~104,000.00 Group II-1 ~~0013003694~~0012931143 AZCO 80.00 01-Dec-2005 ~~132~~244,~~120~~670.00 ~~132~~244,~~083~~670.4400 Group II-1 ~~0013014410~~0012942389 MDAZ 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~268~~247,~~000~~244.00 ~~268~~247,~~000~~243.0099 Group II-1 ~~0013032321~~0012946711 MD 9080.00 01-Jan-2006 ~~360~~61,~~000~~600.00 ~~358~~61,~~578~~600.7800 Group II-1 ~~0013038856~~0012952586 MDNV 6580.2600 01-~~Nov~~Dec-2005 55229,~~475~~627.00 55229,~~475~~602.00 Group II-1 ~~0013054549~~0012973020 VAFL 8075.00 01-Jan-2006 ~~315~~236,~~650~~175.00 ~~315~~236,~~650~~175.00 Group II-1 ~~0013069232~~0013001482 AZCO 6980.8300 01-~~Jan~~Dec-~~2006~~2005 ~~169~~171,~~000~~200.00 ~~168~~171,~~281~~200.9200 Group II-1 ~~0013070263~~0013002449 NVIL 8065.00 01-Jan-2006 ~~312~~77,~~000~~935.00 ~~312~~77,~~000~~546.0010 Group II-1 ~~0013070826~~0013009428 VA 7977.9825 01-~~Jan~~Dec-~~2006~~2005 ~~259~~400,~~950~~000.00 ~~259~~399,~~950~~999.0070 Group II-1 ~~0013076567~~0013026646 FL 6975.9800 01-~~Jan~~Dec-~~2006~~2005 ~~119~~345,~~250~~000.00 ~~119~~344,~~250~~995.00 Group II-1 ~~0013091681~~0013026885 ORTX 7580.00 01-Jan-2006 ~~119~~63,~~625~~200.00 ~~119~~62,~~625~~921.0012 Group II-1 ~~0013115050~~0013036835 CAFL 7590.00 01-Jan-2006 ~~712~~171,~~500~~855.00 ~~712~~170,~~500~~920.0094 Group II-1 ~~0013116017~~0013039797 VANV 5580.0900 01-Jan-2006 ~~358~~280,~~100~~232.00 ~~358~~280,~~100~~231.0095 Group II-1 ~~0013123757~~0013076393 FLCO 8980.7300 01-~~Dec~~Jan-~~2005~~2006 ~~350~~333,~~000~~100.00 ~~350~~333,~~000~~100.00 Group II-1 ~~0013127725~~0013098520 MNFL 75.00 01-Jan-2006 ~~172~~315,~~500~~000.00 ~~172~~315,~~500~~000.00 Group II-1 ~~0013131172~~0013101191 VAFL 7570.00 01-~~Jan~~Dec-~~2006~~2005 ~~290~~134,~~700~~400.00 ~~290~~134,~~700~~390.00 Group II-1 ~~0013131214~~0013111299 VAGA 75.00 01-Jan-2006 ~~298~~221,~~350~~250.00 ~~298~~221,~~350~~249.0024 Group II-1 ~~0013131776~~0013121454 TNFL 80.00 01-Dec-2005 ~~220~~136,000.00 ~~220~~136,000.00 Group II-1 ~~0013133657~~0013125646 MDCA 7974.9806 01-Jan-2006 ~~217,~~400,000.00 ~~217~~399,~~400~~888.0097 Group II-1 ~~0013135744~~0013136437 AZ 80.00 01-~~Feb~~Dec-~~2006~~2005 ~~303~~156,~~530~~893.00 ~~303~~156,~~530~~893.00 Group II-1 ~~0013150768~~0013145099 CANJ 80.00 01-Jan-2006 ~~188~~187,~~000~~920.00 ~~188~~187,~~000~~920.00 Group II-1 ~~0013156013~~0013152939 COMD 8079.0098 01-~~Feb~~Jan-2006 ~~360~~230,~~000~~400.00 ~~360~~230,~~000~~400.00 Group II-1 ~~0013192521~~0013175732 GA 8079.0098 01-Jan-2006 ~~219~~90,~~520~~950.00 ~~219~~90,~~520~~950.00 Group II-1 ~~0013192935~~0013192802 IDCA 7975.00 01-Jan-2006 63270,~~200~~000.00 63270,~~200~~000.00 Group II-1 ~~0013194089~~0013319306 IDNV 7980.9400 01-~~Jan~~Feb-2006 ~~105~~202,~~700~~000.00 ~~105~~202,~~700~~000.00 Group II-1 ~~0013262555~~0579309584 NVWA 8079.0098 01-~~Jan~~Dec-~~2006~~2005 ~~264~~272,~~750~~200.00 ~~264~~272,~~750~~200.00 Group II-1 ~~0018934448~~0579365883 ILMD 6580.00 01-~~Nov~~Dec-2005 ~~152~~116,~~750~~800.00 ~~151~~116,~~836~~048.1173 Group II-1 ~~0586742108~~0579366588 CAMD 8060.0070 01-~~Nov~~Dec-2005 ~~380~~255,000.00 ~~380~~255,000.00 Group II-1 ~~0601373797~~0588442707 CASC 6180.8100 01-Dec-2005 ~~445~~137,~~000~~358.00 ~~444~~137,~~872~~307.5399 Group II-12 ~~0601390338~~0013037924 ILCA 7380.6200 01-~~Dec~~Jan-~~2005~~2006 ~~146~~468,~~500~~392.00 ~~146~~468,~~500~~391.0099 Group II-2 ~~0012988200~~0601360946 MDIL 80.00 01-Dec-2005 ~~977~~600,~~640~~000.00 ~~976~~600,~~985~~000.4800 Group II-23 ~~0601366305~~0012925129 CAAZ 80.00 01-~~Nov~~Dec-2005 ~~496~~236,000.00 ~~495~~236,~~993~~000.6000 Group II-23 ~~0601399062~~0569536588 AZNY 80.00 01-~~Dec~~Oct-2005 ~~459~~476,~~920~~000.00 ~~459~~476,~~920~~000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0002365519~~0002294400 Loan Paid in Full 0 5.375% 360 6 Group I 0002351558 Loan Paid in Full 0 7.~~625~~250% 360 45 Group I ~~0002368924~~0002369744 Loan Paid in Full (1) 8.125% 360 5 Group I 0002394699 Loan Paid in Full 0 8.000% 360 5 Group I 0002415831 Loan Paid in Full (2) 7.~~875~~750% 360 45 Group I ~~0002439960~~0002435780 Loan Paid in Full 0 7.~~875~~750% 360 46 Group I ~~0002440688~~0002436433 Loan Paid in Full 0 7.875% 360 45 Group I ~~0002441548~~0002438936 Loan Paid in Full 0 7.875% 360 46 Group I ~~0005885686~~0002439501 Loan Paid in Full 10 67.~~375~~875% 360 495 Group I ~~0006052906~~0002440124 Loan Paid in Full 0 7.~~625~~750% 360 65 Group I ~~0011721347~~0005918305 Loan Paid in Full (1) 5.875% 360 49 Group I 0006185565 Loan Paid in Full 0 6.625% 360 455 Group I ~~0011770716~~0011666864 Loan Paid in Full 0 76.~~750~~500% 360 410 Group I ~~0011772894~~0011734605 Loan Paid in Full (1) 86.~~125~~875% 360 49 Group I ~~0012671764~~0011771359 Loan Paid in Full 0 78.~~875~~000% 360 5 Group I ~~0012697678~~0011773736 Loan Paid in Full 0 7.625% 360 65 Group I ~~0012849261~~0011774866 Loan Paid in Full 0 67.~~875~~625% 360 5 Group I ~~0012856837~~0011777521 Loan Paid in Full 0 7.625% 360 45 Group I ~~0012923603~~0011778677 Loan Paid in Full 0 7.~~375~~875% 360 45 Group I ~~0012953113~~0011912409 Loan Paid in Full 0 67.~~875~~375% 360 49 Group I ~~0012961520~~0012697835 Loan Paid in Full 0 7.~~000~~625% 360 47 Group I ~~0012962098~~0012890869 Loan Paid in Full 0 7.~~625~~000% 360 5 Group I ~~0012965638~~0012904033 Loan Paid in Full 0 7.750% 360 46 Group I ~~0013001854~~0012988317 Loan Paid in Full 0 7.~~875~~625% 360 56 Group I ~~0013008230~~0013002225 Loan Paid in Full (1) 7.750% 360 6 Group I 0013018254 Loan Paid in Full 0 8.~~000~~125% 360 4 Group I ~~0013021357~~0013025531 Loan Paid in Full 0 7.~~375~~000% 360 36 Group I ~~0013027404~~0013025887 Loan Paid in Full 0 67.~~250~~625% 360 5 Group I ~~0013029467~~0013038369 Loan Paid in Full 0 7.~~875~~500% 360 5 Group I ~~0013040563~~0013039003 Loan Paid in Full ~~(1)~~0 8.125% 360 45 Group I ~~0013058516~~0013043450 Loan Paid in Full 0 78.125% 360 5 Group I 0013066949 Loan Paid in Full 0 6.625% 360 46 Group I ~~0013059290~~0013067129 Loan Paid in Full 0 6.750% 300 6 Group I 0013068572 Loan Paid in Full 0 7.~~875~~625% 360 45 Group I ~~0013066246~~0013071808 Loan Paid in Full 0 56.~~000~~625% 300 56 Group I ~~0013076864~~0013072178 Loan Paid in Full 0 76.~~375~~875% 360 10 Group I 0013072715 Loan Paid in Full 0 8.250% 360 5 Group I ~~0013084942~~0013074687 Loan Paid in Full (1) 7.750% 360 5 Group I ~~0013094297~~0013075171 Loan Paid in Full 0 7.875% 360 45 Group I ~~0013100870~~0013075635 Loan Paid in Full 0 7.250% 360 45 Group I ~~0013107065~~0013078993 Loan Paid in Full 0 7.625% 360 35 Group I ~~0013110143~~0013084017 Loan Paid in Full 0 87.~~250~~375% 360 45 Group I ~~0013111745~~0013091384 Loan Paid in Full 0 7.875% 360 56 Group I ~~0013117148~~0013109723 Loan Paid in Full 0 7.~~875~~125% 360 4 Group I ~~0013131065~~0013116876 Loan Paid in Full ~~(1)~~0 87.~~000~~875% 360 46 Group I ~~0013136676~~0013118765 Loan Paid in Full 0 87.~~250~~625% 360 45 Group I ~~0013139456~~0013120803 Loan Paid in Full 0 87.~~125~~875% 360 45 Group I ~~0013181417~~0013135645 Loan Paid in Full 0 7.~~000~~500% 360 4 Group I ~~0013187208~~0013139639 Loan Paid in Full 0 87.250% 360 4 Group I ~~0013193354~~0013155866 Loan Paid in Full 0(1) 7.~~375~~875% 360 46 Group I ~~0013226865~~0013164181 Loan Paid in Full ~~(1)~~0 7.625% 360 45 Group I ~~0013229240~~0013175682 Loan Paid in Full 0 7.~~625~~875% 360 45 Group I ~~0013236229~~0013226089 Loan Paid in Full 01 7.500% 360 46 Group I ~~0013256748~~0013232210 Loan Paid in Full 0 7.~~375~~500% 360 34 Group I ~~0014065544~~0014063192 Loan Paid in Full ~~(1)~~0 76.~~750~~875% 360 710 Group I ~~0014066021~~0014065403 Loan Paid in Full 0 8.~~125~~000% 360 87 Group I ~~0014066153~~0014065478 Loan Paid in Full 0 68.~~500~~125% 360 79 Group I ~~0014318299~~0014065536 Loan Paid in Full 0(1) 69.~~500~~125% 360 58 Group I ~~0019011170~~0014065593 Loan Paid in Full 0 56.~~540~~625% 360 458 Group I ~~0021668207~~0014065684 Loan Paid in Full 0 7.~~000~~250% 360 449 Group I ~~0088688419~~0014065965 Loan Paid in Full 01 58.~~750~~375% 360 57 Group I ~~0108278679~~0014066369 Loan Paid in Full 0 38.~~875~~500% 360 9 Group I ~~0112399781~~0062272895 Loan Paid in Full 10 5.750% 360 644 Group I ~~0114196327~~0091239706 Loan Paid in Full 0 67.000% 360 613 Group I ~~0202508479~~0100299596 Loan Paid in Full 0 65.500% 360 9 Group I 0108582258 Loan Paid in Full 0 5.250% 360 7 Group I ~~0569335639~~0110295001 Loan Paid in Full 0 6.500% 360 9 Group I ~~0584891105~~0112611081 Loan Paid in Full 0 75.~~375~~250% 360 67 Group I ~~0588940007~~0119996058 Loan Paid in Full 0 76.500% 360 57 Group I ~~0601366281~~0569969476 Loan Paid in Full 0 7.~~250~~500% 360 56 Group I ~~1000205667~~6554103215 Loan Paid in Full 0 86.125% 360 3845 Group II-1 ~~0002238935~~0002239360 Loan Paid in Full 0 67.~~750~~000% 360 45 Group II-1 ~~0002394395~~0002391025 Loan Paid in Full 0 67.~~875~~375% 360 56 Group II-1 ~~0006026447~~0002392970 Loan Paid in Full 0 56.~~875~~000% 360 75 Group II-1 ~~0007179260~~0002393974 Loan Paid in Full 0 6.~~250~~875% 360 76 Group II-1 ~~0010222305~~0002434916 Loan Paid in Full 01 6.~~625~~875% 360 126 Group II-1 ~~0011767761~~0002438747 Loan Paid in Full ~~(1)~~0 6.~~625~~250% 360 46 Group II-1 ~~0011771391~~0002438749 Loan Paid in Full 0 7.125% 360 46 Group II-1 ~~0012661054~~0002440827 Loan Paid in Full 01 6.~~625~~375% 360 65 Group II-1 ~~0012846671~~0009971235 Loan Paid in Full 0 6.500% 360 7 Group II-1 0011211562 Loan Paid in Full 0 6.~~375~~750% 360 59 Group II-1 ~~0012858627~~0011767696 Loan Paid in Full (1) 76.~~500~~875% 360 45 Group II-1 ~~0012889754~~0011771607 Loan Paid in Full 0 7.~~125~~500% 360 5 Group II-1 ~~0012923355~~0011781168 Loan Paid in Full 0 7.~~250~~625% 360 5 Group II-1 ~~0012958823~~0012694907 Loan Paid in Full 0 67.~~500~~125% 360 6 Group II-1 ~~0012962437~~0012888517 Loan Paid in Full 0 7.~~250~~625% 360 56 Group II-1 ~~0012984910~~0012898789 Loan Paid in Full 0 6.~~625~~875% 360 46 Group II-1 ~~0012985610~~0012907978 Loan Paid in Full 0 7.~~000~~250% 360 56 Group II-1 ~~0012990552~~0012911780 Loan Paid in Full 0 6.~~125~~750% 360 56 Group II-1 ~~0012994802~~0012927984 Loan Paid in Full 0(1) 6.~~750~~875% 360 5 Group II-1 ~~0013001516~~0012930368 Loan Paid in Full 0(1) 67.~~125~~375% 360 56 Group II-1 ~~0013002092~~0012930822 Loan Paid in Full 0(1) 6.875% 360 46 Group II-1 ~~0013003694~~0012931143 Loan Paid in Full 10 6.~~625~~500% 360 56 Group II-1 ~~0013014410~~0012942389 Loan Paid in Full 0 76.~~000~~875% 360 46 Group II-1 ~~0013032321~~0012946711 Loan Paid in Full 0 7.~~250~~500% 360 45 Group II-1 ~~0013038856~~0012952586 Loan Paid in Full 0 76.~~125~~750% 360 6 Group II-1 ~~0013054549~~0012973020 Loan Paid in Full 03 67.~~500~~125% 360 45 Group II-1 ~~0013069232~~0013001482 Loan Paid in Full ~~(1)~~0 67.~~875~~500% 360 46 Group II-1 ~~0013070263~~0013002449 Loan Paid in Full 0 7.~~375~~000% 360 45 Group II-1 ~~0013070826~~0013009428 Loan Paid in Full 0 67.~~875~~500% 360 46 Group II-1 ~~0013076567~~0013026646 Loan Paid in Full 2(1) 7.~~500~~375% 360 46 Group II-1 ~~0013091681~~0013026885 Loan Paid in Full 0 7.625% 360 45 Group II-1 ~~0013115050~~0013036835 Loan Paid in Full 0 76.~~625~~750% 360 45 Group II-1 ~~0013116017~~0013039797 Loan Paid in Full (1) 6.500% 360 45 Group II-1 ~~0013123757~~0013076393 Loan Paid in Full 0 7.500% 360 5 Group II-1 ~~0013127725~~0013098520 Loan Paid in Full 0 7.~~500~~375% 360 45 Group II-1 ~~0013131172~~0013101191 Loan Paid in Full 0(1) 7.~~625~~250% 360 46 Group II-1 ~~0013131214~~0013111299 Loan Paid in Full 0 7.~~625~~500% 360 45 Group II-1 ~~0013131776~~0013121454 Loan Paid in Full 0 6.~~750~~375% 360 56 Group II-1 ~~0013133657~~0013125646 Loan Paid in Full 0 76.~~125~~625% 360 45 Group II-1 ~~0013135744~~0013136437 Loan Paid in Full 0(1) 6.~~875~~250% 360 36 Group II-1 ~~0013150768~~0013145099 Loan Paid in Full 0 7.~~500~~125% 360 45 Group II-1 ~~0013156013~~0013152939 Loan Paid in Full 0 7.~~250~~500% 360 35 Group II-1 ~~0013192521~~0013175732 Loan Paid in Full 0 7.~~625~~500% 360 45 Group II-1 ~~0013192935~~0013192802 Loan Paid in Full 0 7.375% 360 45 Group II-1 ~~0013194089~~0013319306 Loan Paid in Full 0 7.~~625~~250% 360 4 Group II-1 ~~0013262555~~0579309584 Loan Paid in Full 0 76.~~125~~875% 360 46 Group II-1 ~~0018934448~~0579365883 Loan Paid in Full 0 6.~~875~~500% 360 6 Group II-1 ~~0586742108~~0579366588 Loan Paid in Full 0 6.~~250~~500% 360 6 Group II-1 ~~0601373797~~0588442707 Loan Paid in Full 0 67.~~875~~250% 360 56 Group II-12 ~~0601390338~~0013037924 Loan Paid in Full 0 76.375% 360 5 Group II-2 ~~0012988200~~0601360946 Loan Paid in Full 0 6.~~750~~625% 360 56 Group II-23 ~~0601366305~~0012925129 Loan Paid in Full 10 68.~~375~~125% 360 6 Group II-23 ~~0601399062~~0569536588 Loan Paid in Full 0 67.~~375~~000% 360 58

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~183~~461% Current Month 2325.~~273~~845% Current Month 1,~~507~~477.~~735~~988% 3 Month Average 2.~~293~~422% 3 Month Average 2425.~~268~~476% 3 Month Average 1,~~893~~675.~~482~~943% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 16.617% N/A Feb-2006 1,975.927% N/A Mar-2006 22.223% N/A Mar-2006 2,130.604% N/A Apr-2006 27.308% N/A Apr-2006 2,042.107% N/A May-2006 23.273% N/A May-2006 1,507.735% N/A Jun-2006 25.845% N/A Jun-2006 1,477.988% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 23.~~841~~619% Current Month 2935.~~238~~746% Current Month 1,~~330~~475.~~622~~459% 3 Month Average 3.~~073~~327% 3 Month Average 3133.~~192~~314% 3 Month Average 1,~~653~~525.~~723~~076% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 17.528% N/A Feb-2006 1,282.911% N/A Mar-2006 29.379% N/A Mar-2006 1,861.398% N/A Apr-2006 34.959% N/A Apr-2006 1,769.147% N/A May-2006 29.238% N/A May-2006 1,330.622% N/A Jun-2006 35.746% N/A Jun-2006 1,475.459% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-1 SMM CPR PSA Current Month 1.~~748~~618% Current Month 1917.~~075~~778% Current Month 21,~~080~~591.~~212~~824% 3 Month Average 1.~~613~~763% 3 Month Average 1719.~~674~~207% 3 Month Average 2,~~509~~189.~~961~~810% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 13.156% N/A Feb-2006 4,161.893% N/A Mar-2006 13.179% N/A Mar-2006 2,552.278% N/A Apr-2006 20.770% N/A Apr-2006 2,897.394% N/A May-2006 19.075% N/A May-2006 2,080.212% N/A Jun-2006 17.778% N/A Jun-2006 1,591.824% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-2 SMM CPR PSA Current Month 10.~~778~~872% Current Month 199.~~369~~974% Current Month ~~1,712~~748.~~409~~274% 3 Month Average 21.~~146~~474% 3 Month Average 2216.~~779~~214% 3 Month Average 21,~~612~~510.~~152~~836% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 17.390% N/A Feb-2006 3,283.784% N/A Mar-2006 29.670% N/A Mar-2006 4,052.222% N/A Apr-2006 19.298% N/A Apr-2006 2,071.824% N/A May-2006 19.369% N/A May-2006 1,712.409% N/A Jun-2006 9.974% N/A Jun-2006 748.274% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II-3 SMM CPR PSA Current Month 0.~~012~~974% Current Month 011.~~149~~080% Current Month 12773.~~044~~359% 3 Month Average 0.~~521~~647% 3 Month Average 57.~~985~~368% 3 Month Average ~~632~~612.~~935~~665% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 34.233% N/A Feb-2006 5,437.257% N/A Mar-2006 6.931% N/A Mar-2006 834.168% N/A Apr-2006 10.874% N/A Apr-2006 1,052.593% N/A May-2006 0.149% N/A May-2006 12.044% N/A Jun-2006 11.080% N/A Jun-2006 773.359% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 4 2,~~185~~181,~~013~~097.7098 0.~~136~~139 4 2,~~185~~181,~~013~~097.7098 0.~~293~~303 4.000 4.249 2 ~~942~~941,~~903~~496.8762 0.~~059~~060 2 ~~942~~941,~~903~~496.8762 0.~~126~~131 4.250 4.499 4 2,~~432~~428,~~103~~513.8976 0.~~152~~155 4 2,~~432~~428,~~103~~513.8976 0.~~326~~338 4.500 4.749 8 3,~~714~~711,~~637~~038.3065 0.~~232~~237 6 2,~~940~~937,~~737~~338.0641 0.~~394~~409 4.750 4.999 27 10,~~493~~473,~~184~~294.0855 0.~~654~~669 20 7,~~727~~707,~~099~~479.6661 1.~~036~~072 5.000 5.249 4543 17,~~943~~163,~~748~~764.4267 1.~~118~~097 2624 1110,~~247~~469,~~424~~002.1447 1.~~507~~456 5.250 5.499 8073 3634,~~190~~154,~~092~~636.2219 2.~~256~~183 4437 2018,~~400~~369,~~031~~789.4291 2.~~734~~555 5.500 5.749 ~~127~~125 48,~~565~~030,~~846~~018.3785 3.~~027~~070 5755 2120,~~001~~472,~~635~~864.9021 2.~~815~~848 5.750 5.999 ~~296~~294 107,~~710~~028,~~571~~163.5892 6.~~714~~840 ~~111~~109 50,~~656~~008,~~201~~464.8612 6.~~789~~956 6.000 6.249 ~~303~~301 97,~~893~~213,~~893~~606.8961 6.~~102~~213 9190 3534,~~256~~855,~~874~~745.8110 4.~~725~~848 6.250 6.499 ~~470~~466 ~~145~~144,~~906~~692,~~291~~884.63 9.~~094~~248 ~~112~~113 47,~~118~~292,~~864~~075.4537 6.~~315~~578 6.500 6.749 ~~535~~523 ~~162~~157,~~201~~192,~~654~~917.7041 10.~~110~~047 8378 3936,~~718~~790,~~000~~090.5216 5.~~323~~117 6.750 6.999 ~~874~~862 ~~233~~230,~~899~~206,~~046~~610.6860 14.~~579~~713 121 6968,~~459~~517,~~360~~924.4094 9.~~310~~530 7.000 7.249 ~~642~~631 ~~156~~151,~~355~~275,~~666~~945.1066 9.~~746~~668 7975 3935,~~486~~902,~~016~~207.8026 54.~~292~~994 7.250 7.499 ~~734~~719 ~~183~~179,~~871~~565,~~948~~127.7280 11.~~461~~476 ~~228~~222 8279,~~003~~734,~~103~~729.6037 1011.~~991~~090 7.500 7.749 ~~769~~743 ~~181~~173,~~211~~621,~~557~~161.7786 11.~~295~~096 ~~335~~320 ~~101~~96,~~722~~361,~~471~~870.6980 13.~~634~~403 7.750 7.999 ~~585~~569 ~~127~~123,~~240~~138,~~820~~335.7657 7.~~931~~870 ~~584~~568 ~~126~~122,~~709~~606,~~180~~695.7657 1617.~~983~~054 8.000 8.249 ~~284~~275 6663,~~028~~267,~~725~~426.9535 4.~~116~~044 ~~281~~273 6563,~~532~~006,~~175~~876.9738 8.~~783~~764 8.250 8.499 7471 1615,~~231~~481,~~051~~200.1176 10.~~012~~989 7471 1615,~~231~~481,~~051~~200.1176 2.~~175~~153 8.500 8.749 98 1,~~673~~378,~~673~~859.6784 0.~~104~~088 98 1,~~673~~378,~~673~~859.6784 0.~~224~~192 8.750 8.999 3 806,~~375~~056.5515 0.~~050~~052 3 806,~~375~~056.5515 0.~~108~~112 9.000 9.249 10 ~~240,826~~0.1500 0.~~015~~000 10 ~~240,826~~0.1500 0.~~032~~000 9.250 9.499 01 080,070.0082 0.~~000~~005 01 080,070.0082 0.~~000~~011 >= 9.500 2 619,~~717~~206.1144 0.~~039~~040 2 619,~~717~~206.1144 0.~~083~~086 Total 5,~~878~~754 1,~~604~~564,~~359~~651,~~351~~435.2269 100.000 2,~~277~~206 ~~746~~718,~~110~~949,~~844~~656.0905 100.000

Interest Rate Stratification (continued) Group II-1 Group II-2 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 0 0.00 0.000 4.250 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.749 1 300,000.00 0.~~045~~046 1 473,~~900~~700.24 0.~~383~~386 4.750 4.999 3 677,~~284~~014.4395 0.~~103~~104 4 2,088,799.99 1.~~687~~702 5.000 5.249 13 3,~~154~~152,~~478~~916.1608 0.~~478~~486 5 3,366,846.12 2.~~719~~743 5.250 5.499 20 4,~~148~~147,~~927~~215.9695 0.~~629~~639 9 6,~~264~~260,~~493~~990.3180 5.~~060~~102 5.500 5.749 33 8,~~011~~010,~~302~~034.7129 1.~~214~~234 14 9,~~085~~084,~~093~~220.1807 7.~~338~~402 5.750 5.999 119 26,~~869~~842,~~396~~956.8072 4.~~071~~134 23 13,934,~~500~~482.7125 11.~~255~~354 6.000 6.249 ~~143~~142 33,~~291~~017,~~384~~698.8808 5.~~043~~085 33 19,~~658~~655,~~576~~888.9552 1516.~~878~~016 6.250 6.499 ~~288~~284 6463,~~252~~336,~~519~~210.1475 9.~~734~~754 3736 2221,~~208~~738,~~085~~600.1044 17.~~938~~713 6.500 6.749 ~~379~~373 8180,~~854~~382,~~913~~110.9934 12.~~400~~379 4948 2928,~~126~~520,~~719~~578.5326 23.~~526~~240 6.750 6.999 ~~713~~701 ~~147~~144,~~554~~805,~~925~~723.5937 22.~~354~~300 24 13,~~402~~401,~~378~~676.3578 10.~~825~~920 7.000 7.249 ~~551~~545 ~~110~~109,~~134~~116,~~969~~205.1228 16.~~685~~804 7 4,198,417.00 3.~~391~~421 7.250 7.499 ~~504~~495 ~~101~~99,~~360~~322,~~845~~398.1243 15.~~355~~295 0 0.00 0.000 7.500 7.749 ~~428~~417 7876,~~376~~146,~~525~~730.8280 11.~~874~~726 0 0.00 0.000 7.750 7.999 0 0.00 0.000 0 0.00 0.000 8.000 8.249 1 107,999.9897 0.~~016~~017 0 0.00 0.000 8.250 8.499 0 0.00 0.000 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 0 0.00 0.000 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 >= 9.500 0 0.00 0.000 0 0.00 0.000 Total 3,~~196~~147 ~~660~~649,~~095~~365,~~473~~215.7001 100.000 ~~206~~204 ~~123~~122,~~807~~724,~~810~~200.4847 100.000

Interest Rate Stratification (continued) Group II-3 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 4.250 4.499 0 0.00 0.000 4.500 4.749 0 0.00 0.000 4.750 4.999 0 0.00 0.000 5.000 5.249 1 175,000.00 0.~~235~~238 5.250 5.499 7 5,376,639.53 7.~~232~~304 5.500 5.749 23 10,~~467~~462,~~814~~900.5828 14.~~080~~214 5.750 5.999 43 16,~~250~~242,~~472~~260.2183 2122.~~858~~065 6.000 6.249 36 9,~~687~~684,~~057~~274.2591 13.~~030~~156 6.250 6.499 33 12,~~326~~325,~~822~~998.9407 16.~~581~~744 6.500 6.749 24 11,~~502~~500,~~020~~138.6665 15.~~471~~623 6.750 6.999 16 3,~~482~~481,~~382~~285.3451 4.~~684~~729 7.000 7.249 54 2,~~536~~059,~~263~~116.1812 32.~~411~~797 7.250 7.499 2 508,000.00 0.~~683~~690 7.500 7.749 6 1,112,560.26 1.~~496~~511 7.750 7.999 1 531,640.00 0.~~715~~722 8.000 8.249 21 ~~388~~152,550.00 0.~~523~~207 8.250 8.499 0 0.00 0.000 8.500 8.749 0 0.00 0.000 8.750 8.999 0 0.00 0.000 9.000 9.249 0 0.00 0.000 9.250 9.499 0 0.00 0.000 >= 9.500 0 0.00 0.000 Total ~~199~~197 7473,~~345~~612,~~222~~364.9516 100.000

Filing Compare · Bear Stearns ALT-A Trust 2006-1